+152.5%
VMC vs A
+236.6%
-84.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.7% |
| 7D | -5.3% | -4.4% | -0.9% | -3.7% |
| 30D | -12.3% | -2.7% | -9.6% | -11.4% |
| 3M | -10.3% | +7.0% | -17.3% | -12.7% |
| 6M | -8.6% | +24.6% | -33.2% | -16.8% |
| YTD | -11.9% | +7.0% | -18.9% | -15.1% |
| 1Y | -13.9% | +15.6% | -29.5% | -19.9% |
| 3Y | +18.2% | +29.9% | -11.8% | +1.3% |
| 5Y | +47.7% | -15.4% | +63.1% | +48.8% |
| 10Y | +152.5% | +248.9% | -96.4% | +34.4% |
| All | +152.5% | +236.6% | -84.1% | +34.4% |
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