+52.7%
VMC vs ALM
+1,033.0%
-980.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.5% | -2.0% |
| 7D | -0.5% | +8.4% | -9.0% | -0.8% |
| 30D | -9.1% | +34.8% | -43.9% | -10.2% |
| 3M | -4.1% | +16.2% | -20.4% | -5.0% |
| 6M | -5.5% | +2.1% | -7.7% | -6.4% |
| YTD | -8.9% | +117.0% | -125.9% | -11.7% |
| 1Y | -12.9% | +313.9% | -326.8% | -17.2% |
| 3Y | +22.1% | +2,327.9% | -2,305.8% | +10.3% |
| 5Y | +52.7% | +1,040.6% | -987.9% | +38.8% |
| All | +52.7% | +1,033.0% | -980.3% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling