+47.8%
VMC vs AGI
+400.3%
-352.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -3.8% | -2.7% | -1.0% | -3.5% |
| 30D | -9.7% | +7.2% | -16.9% | -10.5% |
| 3M | -9.6% | +4.3% | -13.9% | -10.4% |
| 6M | -4.8% | -27.1% | +22.3% | -2.5% |
| YTD | -10.9% | -6.6% | -4.3% | -11.0% |
| 1Y | -15.6% | +9.5% | -25.1% | -17.2% |
| 3Y | +19.3% | +208.4% | -189.1% | +3.7% |
| All | +47.8% | +400.3% | -352.5% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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