-69.7%
RAM vs VMC
-1.2%
-68.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.6% | -14.9% | -5.0% |
| 7D | -31.3% | +12.3% | -43.6% | -21.1% |
| 30D | -49.4% | +21.2% | -70.6% | -37.1% |
| 3M | -41.4% | +4.6% | -46.0% | -40.7% |
| All | -69.7% | -1.2% | -68.4% | -71.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling