+432.3%
VMC vs ALM
+7,705.7%
-7,273.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -4.3% | -2.6% | -1.7% | -4.3% |
| 30D | -8.2% | +32.0% | -40.3% | -8.3% |
| 3M | -7.0% | -15.0% | +8.0% | -7.0% |
| 6M | -10.8% | -10.1% | -0.6% | -10.8% |
| YTD | -7.4% | +99.4% | -106.8% | -7.6% |
| 1Y | -9.5% | +316.4% | -325.8% | -9.9% |
| 3Y | +20.5% | +2,022.0% | -2,001.5% | +19.4% |
| 5Y | +51.6% | +941.2% | -889.6% | +50.4% |
| 10Y | +150.0% | +2,950.3% | -2,800.3% | +147.3% |
| All | +432.3% | +7,705.7% | -7,273.5% | +419.1% |
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