+47.7%
VMC vs A
-16.2%
+64.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.7% |
| 7D | -5.3% | -4.4% | -0.9% | -3.8% |
| 30D | -12.3% | -2.7% | -9.6% | -11.5% |
| 3M | -10.3% | +7.0% | -17.3% | -12.6% |
| 6M | -8.6% | +24.6% | -33.2% | -16.2% |
| YTD | -11.9% | +7.0% | -18.9% | -14.7% |
| 1Y | -13.9% | +15.6% | -29.5% | -19.4% |
| 3Y | +18.2% | +29.9% | -11.8% | +1.4% |
| 5Y | +47.7% | -15.4% | +63.1% | +41.5% |
| All | +47.7% | -16.2% | +64.0% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling