+152.7%
VMC vs AR
+45.1%
+107.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | -9.1% | +12.6% | -21.7% | -10.2% |
| 3M | -4.1% | +10.0% | -14.2% | -5.3% |
| 6M | -5.5% | +0.6% | -6.2% | -6.0% |
| YTD | -8.9% | +13.4% | -22.3% | -10.8% |
| 1Y | -12.9% | +21.7% | -34.6% | -15.6% |
| 3Y | +22.1% | +45.8% | -23.7% | +14.4% |
| 5Y | +52.7% | +144.3% | -91.5% | +32.9% |
| 10Y | +152.7% | +41.8% | +110.9% | +136.9% |
| All | +152.7% | +45.1% | +107.6% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling