+454.2%
VMC vs AR
-27.2%
+481.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -4.3% | +2.5% | -6.8% | -4.6% |
| 30D | -8.2% | +14.8% | -23.0% | -9.6% |
| 3M | -7.0% | +6.2% | -13.3% | -7.8% |
| 6M | -10.8% | +4.3% | -15.0% | -11.6% |
| YTD | -7.4% | +14.4% | -21.8% | -9.4% |
| 1Y | -9.5% | +21.3% | -30.8% | -12.3% |
| 3Y | +20.5% | +39.8% | -19.3% | +12.9% |
| 5Y | +51.6% | +142.1% | -90.5% | +30.7% |
| 10Y | +150.0% | +52.0% | +98.0% | +120.9% |
| All | +454.2% | -27.2% | +481.5% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling