+38.1%
VMC vs ALLE
+93.1%
-55.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | +16.2% | +27.4% | -11.1% | +3.5% |
| 3M | -0.8% | +13.8% | -14.7% | -6.9% |
| 6M | +1.2% | +45.5% | -44.3% | -15.8% |
| YTD | +0.5% | +21.4% | -20.9% | -8.8% |
| 1Y | -2.9% | +15.4% | -18.3% | -9.8% |
| All | +38.1% | +93.1% | -55.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling