-51.4%
VG vs VMC
+5.0%
-56.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -4.6% |
| 7D | -22.0% | +1.9% | -23.9% | -21.7% |
| 30D | -14.7% | +14.7% | -29.5% | -13.2% |
| 3M | -7.1% | -0.3% | -6.8% | -6.4% |
| 6M | -11.2% | -1.7% | -9.5% | -10.0% |
| YTD | +69.8% | +0.7% | +69.1% | +67.5% |
| 1Y | +49.9% | +0.9% | +49.0% | +47.3% |
| All | -51.4% | +5.0% | -56.4% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling