+51.8%
VG vs VMC
+3.7%
+48.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.6% | -12.3% | -4.7% |
| 7D | -16.4% | +12.3% | -28.7% | -9.8% |
| 30D | -10.8% | +21.2% | -32.0% | +1.1% |
| 3M | -6.3% | +4.6% | -10.9% | -2.6% |
| 6M | -12.5% | +3.9% | -16.4% | -6.7% |
| YTD | +76.9% | +5.0% | +71.9% | +89.2% |
| 1Y | +51.8% | +2.6% | +49.2% | +63.6% |
| All | +51.8% | +3.7% | +48.1% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling