+384.8%
V vs VMC
+146.8%
+238.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +0.8% |
| 7D | -2.9% | -5.3% | +2.4% | -1.1% |
| 30D | +1.9% | -12.3% | +14.1% | +6.5% |
| 3M | +13.2% | -10.3% | +23.5% | +17.1% |
| 6M | +16.7% | -8.6% | +25.3% | +19.5% |
| YTD | +5.4% | -11.9% | +17.3% | +8.4% |
| 1Y | +7.7% | -13.9% | +21.6% | +11.5% |
| 3Y | +52.0% | +18.2% | +33.8% | +38.0% |
| 5Y | +67.7% | +47.7% | +20.0% | +38.9% |
| 10Y | +384.8% | +152.5% | +232.3% | +225.4% |
| All | +384.8% | +146.8% | +238.0% | +225.4% |
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