+46.8%
VMC vs BR
+7.7%
+39.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -6.0% | +2.3% | -1.2% |
| 30D | -12.8% | -0.9% | -11.9% | -12.6% |
| 3M | -7.9% | +16.4% | -24.3% | -14.2% |
| 6M | -7.5% | -8.2% | +0.7% | -4.5% |
| YTD | -11.6% | -23.2% | +11.6% | -0.8% |
| 1Y | -14.3% | -30.9% | +16.7% | +1.7% |
| 3Y | +18.5% | -5.0% | +23.5% | +15.2% |
| 5Y | +46.8% | +8.8% | +38.0% | +25.2% |
| All | +46.8% | +7.7% | +39.1% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling