+46.6%
VMC vs A
+16.0%
+30.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.5% |
| 7D | +0.3% | +4.8% | -4.5% | -1.3% |
| 30D | +18.6% | +5.6% | +12.9% | +16.2% |
| 3M | +2.0% | +23.6% | -21.6% | -5.6% |
| 6M | +2.6% | +56.4% | -53.8% | -13.1% |
| YTD | +2.3% | +33.4% | -31.2% | -8.6% |
| 1Y | +1.7% | +23.7% | -22.0% | -6.6% |
| 3Y | +41.7% | +71.0% | -29.3% | +9.9% |
| 5Y | +46.6% | +16.8% | +29.8% | +28.5% |
| All | +46.6% | +16.0% | +30.6% | +28.5% |
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