+183.8%
EXC vs VMC
+146.3%
+37.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +9.3% | +18.6% | -9.2% | +4.9% |
| 3M | +1.0% | +2.0% | -1.0% | +0.3% |
| 6M | +5.9% | +2.6% | +3.3% | +4.8% |
| YTD | +7.6% | +2.3% | +5.4% | +6.1% |
| 1Y | +2.4% | +1.7% | +0.7% | +1.0% |
| 3Y | +30.2% | +41.7% | -11.5% | +16.1% |
| 5Y | +41.4% | +46.6% | -5.3% | +22.9% |
| 10Y | +183.8% | +140.3% | +43.5% | +104.7% |
| All | +183.8% | +146.3% | +37.5% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling