+131.4%
VMC vs A
+308.8%
-177.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | +16.2% | +3.3% | +12.9% | +14.7% |
| 3M | -0.8% | +18.5% | -19.4% | -7.4% |
| 6M | +1.2% | +59.3% | -58.1% | -16.2% |
| YTD | +0.5% | +31.0% | -30.6% | -10.6% |
| 1Y | -2.9% | +19.3% | -22.2% | -10.4% |
| 3Y | +37.3% | +66.8% | -29.5% | +6.8% |
| 5Y | +48.8% | +15.5% | +33.3% | +32.3% |
| 10Y | +131.4% | +312.3% | -180.9% | +22.9% |
| All | +131.4% | +308.8% | -177.4% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling