+1.6%
VMC vs ZYBT
-58.9%
+60.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.8% |
| 7D | -3.8% | -3.7% | 0.0% | -3.8% |
| 30D | -9.7% | 0.0% | -9.7% | -9.7% |
| 3M | -9.6% | +72.2% | -81.9% | -7.5% |
| 6M | -4.8% | +103.1% | -108.0% | -2.9% |
| YTD | -10.9% | +34.8% | -45.7% | -8.8% |
| 1Y | -15.6% | -83.2% | +67.6% | -12.3% |
| All | +1.6% | -58.9% | +60.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling