-2.9%
VMC vs AS
+2.8%
-5.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -4.3% | -3.0% | -1.3% | -3.3% |
| 30D | +16.2% | +9.6% | +6.7% | +13.1% |
| 3M | -0.8% | -8.2% | +7.4% | +1.3% |
| 6M | +1.2% | -9.9% | +11.1% | +3.5% |
| YTD | +0.5% | -16.8% | +17.2% | +2.5% |
| 1Y | -2.9% | +3.0% | -5.9% | -3.2% |
| All | -2.9% | +2.8% | -5.7% | -3.2% |
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