+22.4%
VZ vs VMC
+46.0%
-23.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | +6.9% | +15.3% | -8.3% | +5.3% |
| 3M | +0.6% | +0.3% | +0.3% | +0.5% |
| 6M | +0.3% | +0.9% | -0.6% | +0.1% |
| YTD | +21.9% | -1.0% | +22.9% | +21.4% |
| 1Y | +21.7% | -4.3% | +26.0% | +21.6% |
| 3Y | +58.5% | +35.3% | +23.2% | +50.3% |
| 5Y | +22.4% | +44.4% | -22.0% | +14.0% |
| All | +22.4% | +46.0% | -23.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling