+125.7%
VMC vs ALM
+2,100.8%
-1,975.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -0.8% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | +15.5% | -19.3% | +34.8% | +16.1% |
| 3M | +0.6% | -40.6% | +41.2% | +1.9% |
| 6M | +2.1% | -57.9% | +60.0% | +4.1% |
| YTD | -1.6% | -6.7% | +5.1% | -2.0% |
| 1Y | -1.2% | +20.2% | -21.4% | -2.3% |
| 3Y | +35.3% | +879.4% | -844.1% | +26.1% |
| 5Y | +43.6% | +415.3% | -371.7% | +34.6% |
| All | +125.7% | +2,100.8% | -1,975.1% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling