+24.6%
VMC vs AR
+46.7%
-22.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -4.3% | +2.5% | -6.8% | -4.5% |
| 30D | -8.2% | +14.8% | -23.0% | -9.1% |
| 3M | -7.0% | +6.2% | -13.3% | -7.4% |
| 6M | -10.8% | +4.3% | -15.0% | -11.3% |
| YTD | -7.4% | +14.4% | -21.8% | -9.1% |
| 1Y | -9.5% | +21.3% | -30.8% | -12.2% |
| All | +24.6% | +46.7% | -22.1% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling