+151.8%
VMC vs ALC
+31.8%
+119.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +0.5% | +4.9% | -4.4% | -1.3% |
| 30D | +15.8% | +19.0% | -3.1% | +8.5% |
| 3M | +0.6% | +7.8% | -7.2% | -2.3% |
| 6M | -4.0% | +14.6% | -18.6% | -9.0% |
| YTD | -0.3% | -4.4% | +4.1% | +0.3% |
| 1Y | -0.5% | +1.4% | -1.9% | -2.3% |
| 3Y | +39.6% | +2.5% | +37.1% | +32.7% |
| 5Y | +50.1% | -10.9% | +61.0% | +48.6% |
| All | +151.8% | +31.8% | +119.9% | +100.1% |
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 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