+872.2%
VMC vs A
+566.3%
+306.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.7% |
| 7D | +0.3% | +4.8% | -4.5% | -0.9% |
| 30D | +18.6% | +5.6% | +12.9% | +16.8% |
| 3M | +2.0% | +23.6% | -21.6% | -3.8% |
| 6M | +2.6% | +56.4% | -53.8% | -9.5% |
| YTD | +2.3% | +33.4% | -31.2% | -6.2% |
| 1Y | +1.7% | +23.7% | -22.0% | -4.9% |
| 3Y | +41.7% | +71.0% | -29.3% | +19.6% |
| 5Y | +46.6% | +16.8% | +29.8% | +35.6% |
| 10Y | +140.3% | +323.8% | -183.5% | +58.4% |
| All | +872.2% | +566.3% | +306.0% | +376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling