+145.7%
VMC vs BG
+166.7%
-21.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -3.8% | +3.1% | -6.9% | -4.6% |
| 30D | -9.7% | +10.2% | -19.9% | -12.3% |
| 3M | -9.6% | -1.7% | -8.0% | -9.8% |
| 6M | -4.8% | +1.0% | -5.8% | -6.1% |
| YTD | -10.9% | +39.9% | -50.8% | -20.5% |
| 1Y | -15.6% | +53.2% | -68.8% | -27.4% |
| 3Y | +19.3% | +16.3% | +3.0% | +9.9% |
| 5Y | +48.0% | +83.9% | -35.9% | +10.3% |
| All | +145.7% | +166.7% | -21.0% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling