+473.0%
VMC vs ALM
+3,507.4%
-3,034.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | +0.5% | -6.7% | +7.2% | +0.5% |
| 30D | +15.8% | -32.9% | +48.7% | +15.9% |
| 3M | +0.6% | -39.5% | +40.1% | +0.7% |
| 6M | -4.0% | -62.0% | +58.0% | -3.8% |
| YTD | -0.3% | -7.8% | +7.5% | -0.3% |
| 1Y | -0.5% | +26.7% | -27.2% | -0.6% |
| 3Y | +39.6% | +825.4% | -785.8% | +38.7% |
| 5Y | +50.1% | +401.2% | -351.2% | +49.2% |
| 10Y | +163.9% | +2,074.0% | -1,910.1% | +161.5% |
| All | +473.0% | +3,507.4% | -3,034.4% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling