+46.8%
VMC vs BG
+88.4%
-41.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -3.7% | +3.7% | -7.4% | -4.2% |
| 30D | -12.8% | +12.3% | -25.1% | -14.1% |
| 3M | -7.9% | -2.2% | -5.7% | -7.8% |
| 6M | -7.5% | +5.3% | -12.8% | -8.6% |
| YTD | -11.6% | +42.4% | -54.0% | -16.8% |
| 1Y | -14.3% | +55.2% | -69.4% | -20.6% |
| 3Y | +18.5% | +21.0% | -2.5% | +14.2% |
| 5Y | +46.8% | +87.1% | -40.4% | +24.6% |
| All | +46.8% | +88.4% | -41.6% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling