+133.9%
VMC vs ALC
+24.0%
+109.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | -4.3% | -2.1% | -2.2% | -3.6% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -7.0% | +5.9% | -12.9% | -9.1% |
| 6M | -10.8% | -15.9% | +5.2% | -5.3% |
| YTD | -7.4% | -10.1% | +2.7% | -4.6% |
| 1Y | -9.5% | -10.2% | +0.7% | -6.9% |
| 3Y | +20.5% | -13.6% | +34.0% | +22.9% |
| 5Y | +51.6% | -15.1% | +66.7% | +52.8% |
| All | +133.9% | +24.0% | +109.9% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling