+52.7%
VMC vs ALC
-15.6%
+68.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.9% |
| 7D | -0.5% | -3.7% | +3.1% | +0.8% |
| 30D | -9.1% | -3.7% | -5.4% | -7.8% |
| 3M | -4.1% | +4.6% | -8.7% | -5.7% |
| 6M | -5.5% | -14.6% | +9.1% | -0.5% |
| YTD | -8.9% | -11.9% | +2.9% | -5.5% |
| 1Y | -12.9% | -13.1% | +0.2% | -9.4% |
| 3Y | +22.1% | -15.0% | +37.1% | +24.9% |
| 5Y | +52.7% | -16.2% | +68.9% | +56.0% |
| All | +52.7% | -15.6% | +68.4% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling