+125.7%
VMC vs A
+302.9%
-177.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +15.5% | 0.0% | +15.5% | +15.3% |
| 3M | +0.6% | +16.7% | -16.1% | -5.5% |
| 6M | +2.1% | +54.8% | -52.8% | -14.5% |
| YTD | -1.6% | +28.8% | -30.4% | -11.9% |
| 1Y | -1.2% | +19.3% | -20.5% | -8.9% |
| 3Y | +35.3% | +65.5% | -30.2% | +5.4% |
| 5Y | +43.6% | +12.1% | +31.5% | +29.2% |
| All | +125.7% | +302.9% | -177.2% | +17.7% |
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