-15.6%
VMC vs BR
-31.7%
+16.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.8% | -3.0% | -0.8% | -3.4% |
| 30D | -9.7% | -0.3% | -9.4% | -9.7% |
| 3M | -9.6% | +17.3% | -26.9% | -11.1% |
| 6M | -4.8% | -6.7% | +1.9% | -5.7% |
| YTD | -10.9% | -23.4% | +12.6% | -6.7% |
| 1Y | -15.6% | -32.7% | +17.1% | -3.0% |
| All | -15.6% | -31.7% | +16.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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