+990.1%
VZ vs VMC
+3,246.6%
-2,256.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +0.1% | -4.3% | +4.4% | +0.9% |
| 30D | +7.9% | -8.2% | +16.1% | +9.6% |
| 3M | +13.6% | -7.0% | +20.7% | +15.0% |
| 6M | +1.1% | -10.8% | +11.9% | +2.9% |
| YTD | +29.3% | -7.4% | +36.7% | +30.3% |
| 1Y | +21.2% | -9.5% | +30.7% | +22.6% |
| 3Y | +75.9% | +20.5% | +55.4% | +66.0% |
| 5Y | +24.1% | +51.6% | -27.5% | +10.3% |
| 10Y | +62.4% | +150.0% | -87.7% | +23.8% |
| All | +990.1% | +3,246.6% | -2,256.6% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling