+454.5%
V vs VMC
+136.9%
+317.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +9.7% | +17.7% | -7.9% | +3.5% |
| 3M | +17.3% | +1.1% | +16.2% | +16.6% |
| 6M | +33.2% | +1.8% | +31.4% | +31.4% |
| YTD | +21.3% | +1.5% | +19.8% | +18.7% |
| 1Y | +27.3% | -1.1% | +28.5% | +25.7% |
| 3Y | +76.1% | +38.8% | +37.3% | +50.6% |
| 5Y | +103.5% | +49.6% | +53.9% | +66.7% |
| 10Y | +454.5% | +130.6% | +323.8% | +264.2% |
| All | +454.5% | +136.9% | +317.6% | +264.2% |
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