+122.5%
VMC vs ALC
+20.4%
+102.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -5.3% | -5.3% | 0.0% | -3.4% |
| 30D | -12.3% | -7.1% | -5.2% | -9.8% |
| 3M | -10.3% | +0.8% | -11.0% | -10.6% |
| 6M | -8.6% | -16.0% | +7.4% | -3.0% |
| YTD | -11.9% | -12.7% | +0.9% | -8.2% |
| 1Y | -13.9% | -12.8% | -1.1% | -10.5% |
| 3Y | +18.2% | -15.8% | +34.0% | +21.7% |
| 5Y | +47.7% | -16.7% | +64.4% | +50.0% |
| All | +122.5% | +20.4% | +102.2% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling