+172.5%
VEA vs VMC
+227.7%
-55.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +0.8% | -9.1% | +9.9% | +4.0% |
| 3M | +5.7% | -4.1% | +9.8% | +6.7% |
| 6M | +13.3% | -5.5% | +18.8% | +14.8% |
| YTD | +18.4% | -8.9% | +27.3% | +21.0% |
| 1Y | +27.0% | -12.9% | +39.9% | +31.5% |
| 3Y | +79.3% | +22.1% | +57.1% | +62.7% |
| 5Y | +62.1% | +52.7% | +9.4% | +34.1% |
| 10Y | +160.3% | +152.7% | +7.5% | +66.2% |
| All | +172.5% | +227.7% | -55.1% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling