-9.5%
VMC vs AS
-21.9%
+12.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | 0.0% |
| 7D | -4.3% | -4.9% | +0.6% | -3.1% |
| 30D | -8.2% | -19.6% | +11.4% | -3.2% |
| 3M | -7.0% | -14.4% | +7.3% | -3.6% |
| 6M | -10.8% | -20.1% | +9.4% | -7.0% |
| YTD | -7.4% | -20.9% | +13.5% | -4.0% |
| 1Y | -9.5% | -21.9% | +12.4% | -5.5% |
| All | -9.5% | -21.9% | +12.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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