+652.3%
VMC vs BG
+1,185.2%
-532.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -3.0% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | -9.1% | +15.0% | -24.1% | -13.2% |
| 3M | -4.1% | -0.7% | -3.5% | -4.7% |
| 6M | -5.5% | +7.5% | -13.0% | -8.8% |
| YTD | -8.9% | +41.6% | -50.5% | -19.5% |
| 1Y | -12.9% | +50.7% | -63.6% | -25.1% |
| 3Y | +22.1% | +20.3% | +1.9% | +10.0% |
| 5Y | +52.7% | +85.2% | -32.5% | +15.8% |
| 10Y | +152.7% | +160.6% | -7.9% | +60.7% |
| All | +652.3% | +1,185.2% | -532.9% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling