+22.1%
VMC vs A
+29.5%
-7.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.9% |
| 7D | -0.5% | -2.1% | +1.5% | 0.0% |
| 30D | -9.1% | +0.6% | -9.7% | -9.3% |
| 3M | -4.1% | +10.9% | -15.0% | -6.9% |
| 6M | -5.5% | +28.2% | -33.7% | -12.1% |
| YTD | -8.9% | +8.6% | -17.5% | -11.4% |
| 1Y | -12.9% | +15.5% | -28.5% | -17.0% |
| 3Y | +22.1% | +31.8% | -9.7% | +13.3% |
| All | +22.1% | +29.5% | -7.4% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling