+464.4%
VMC vs ALLE
+327.3%
+137.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.9% |
| 30D | +15.8% | +25.3% | -9.5% | +2.0% |
| 3M | +0.6% | +10.3% | -9.7% | -5.0% |
| 6M | -4.0% | +38.0% | -42.1% | -20.3% |
| YTD | -0.3% | +17.8% | -18.1% | -9.8% |
| 1Y | -0.5% | +13.6% | -14.1% | -8.2% |
| 3Y | +39.6% | +89.2% | -49.6% | -5.3% |
| 5Y | +50.1% | +51.1% | -1.0% | +13.5% |
| 10Y | +163.9% | +228.1% | -64.2% | +23.9% |
| All | +464.4% | +327.3% | +137.1% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling