+152.5%
VMC vs ALM
+3,082.3%
-2,929.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.9% | -3.1% |
| 7D | -5.3% | +3.6% | -8.9% | -5.4% |
| 30D | -12.3% | +33.8% | -46.1% | -13.0% |
| 3M | -10.3% | +14.8% | -25.0% | -10.8% |
| 6M | -8.6% | -7.0% | -1.6% | -8.9% |
| YTD | -11.9% | +108.1% | -119.9% | -14.0% |
| 1Y | -13.9% | +313.8% | -327.7% | -17.4% |
| 3Y | +18.2% | +2,227.6% | -2,209.5% | +8.1% |
| 5Y | +47.7% | +956.6% | -908.9% | +36.5% |
| 10Y | +152.5% | +3,082.3% | -2,929.8% | +122.3% |
| All | +152.5% | +3,082.3% | -2,929.8% | +122.3% |
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