+496.6%
VMC vs AR
-33.4%
+530.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +0.5% | -14.3% | +14.8% | +2.1% |
| 30D | +15.8% | +1.4% | +14.4% | +15.5% |
| 3M | +0.6% | +3.4% | -2.8% | 0.0% |
| 6M | -4.0% | -2.1% | -2.0% | -4.3% |
| YTD | -0.3% | +4.7% | -5.0% | -1.8% |
| 1Y | -0.5% | +10.6% | -11.1% | -2.7% |
| 3Y | +39.6% | +24.6% | +15.0% | +32.4% |
| 5Y | +50.1% | +71.9% | -21.8% | +34.1% |
| 10Y | +163.9% | +46.4% | +117.6% | +133.4% |
| All | +496.6% | -33.4% | +530.0% | +501.9% |
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 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