+43.0%
VMC vs ALM
+396.4%
-353.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | +0.5% | -6.7% | +7.2% | +0.8% |
| 30D | +15.8% | -32.9% | +48.7% | +17.4% |
| 3M | +0.6% | -39.5% | +40.1% | +2.2% |
| 6M | -4.0% | -62.0% | +58.0% | -1.3% |
| YTD | -0.3% | -7.8% | +7.5% | -0.5% |
| 1Y | -0.5% | +26.7% | -27.2% | -1.7% |
| 3Y | +39.6% | +825.4% | -785.8% | +30.3% |
| All | +43.0% | +396.4% | -353.4% | +34.5% |
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