+477.4%
VMC vs ALM
+3,525.2%
-3,047.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -4.3% | -7.2% | +2.9% | -4.3% |
| 30D | +16.2% | -26.4% | +42.6% | +16.3% |
| 3M | -0.8% | -38.6% | +37.8% | -0.7% |
| 6M | +1.2% | -61.0% | +62.2% | +1.4% |
| YTD | +0.5% | -7.4% | +7.8% | +0.4% |
| 1Y | -2.9% | +14.0% | -16.9% | -3.0% |
| 3Y | +37.3% | +844.4% | -807.1% | +36.5% |
| 5Y | +48.8% | +410.8% | -362.0% | +47.9% |
| 10Y | +131.4% | +2,084.7% | -1,953.3% | +129.2% |
| All | +477.4% | +3,525.2% | -3,047.8% | +464.3% |
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 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