+158.2%
VMC vs ALC
+32.2%
+126.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +0.3% | +2.1% | -1.8% | -0.5% |
| 30D | +18.6% | +17.2% | +1.4% | +11.7% |
| 3M | +2.0% | +4.6% | -2.6% | +0.2% |
| 6M | +2.6% | +20.1% | -17.5% | -4.5% |
| YTD | +2.3% | -4.2% | +6.4% | +2.8% |
| 1Y | +1.7% | +2.1% | -0.4% | -0.4% |
| 3Y | +41.7% | +4.5% | +37.2% | +33.7% |
| 5Y | +46.6% | -12.3% | +59.0% | +46.1% |
| All | +158.2% | +32.2% | +126.0% | +105.0% |
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