+151.5%
EXC vs VMC
+149.2%
+2.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.1% |
| 7D | +1.2% | -0.5% | +1.8% | +1.3% |
| 30D | -2.7% | -9.1% | +6.4% | -0.7% |
| 3M | -1.0% | -4.1% | +3.2% | -0.3% |
| 6M | -9.3% | -5.5% | -3.7% | -8.5% |
| YTD | +3.6% | -8.9% | +12.5% | +5.0% |
| 1Y | +5.9% | -12.9% | +18.9% | +8.3% |
| 3Y | +21.3% | +22.1% | -0.8% | +12.4% |
| 5Y | +46.2% | +52.7% | -6.5% | +25.9% |
| 10Y | +151.5% | +152.7% | -1.3% | +85.4% |
| All | +151.5% | +149.2% | +2.3% | +85.4% |
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