-12.9%
VMC vs AR
+17.5%
-30.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.8% |
| 7D | -0.5% | -1.8% | +1.3% | -0.8% |
| 30D | -9.1% | +12.6% | -21.7% | -7.6% |
| 3M | -4.1% | +10.0% | -14.2% | -2.6% |
| 6M | -5.5% | +0.6% | -6.2% | -5.1% |
| YTD | -8.9% | +13.4% | -22.3% | -8.2% |
| 1Y | -12.9% | +21.7% | -34.6% | -11.5% |
| All | -12.9% | +17.5% | -30.4% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling