-9.5%
VMC vs A
+21.7%
-31.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -4.3% | -1.9% | -2.4% | -3.8% |
| 30D | -8.2% | +6.9% | -15.2% | -9.8% |
| 3M | -7.0% | +9.2% | -16.3% | -9.2% |
| 6M | -10.8% | +25.7% | -36.4% | -15.8% |
| YTD | -7.4% | +11.5% | -18.9% | -10.6% |
| 1Y | -9.5% | +18.4% | -27.8% | -11.9% |
| All | -9.5% | +21.7% | -31.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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