+484.0%
V vs VMC
+125.2%
+358.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | +9.0% | +15.5% | -6.5% | +3.5% |
| 3M | +16.7% | +0.6% | +16.1% | +16.3% |
| 6M | +33.4% | +2.1% | +31.3% | +31.5% |
| YTD | +22.4% | -1.6% | +23.9% | +21.0% |
| 1Y | +27.7% | -1.2% | +28.9% | +26.0% |
| 3Y | +78.0% | +35.3% | +42.7% | +53.5% |
| 5Y | +108.5% | +43.6% | +64.9% | +73.3% |
| All | +484.0% | +125.2% | +358.8% | +289.9% |
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 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