+170.7%
VMC vs BR
+1,286.0%
-1,115.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.4% |
| 7D | -0.5% | -5.9% | +5.4% | +2.5% |
| 30D | -9.1% | +1.9% | -11.0% | -10.2% |
| 3M | -4.1% | +14.7% | -18.8% | -11.2% |
| 6M | -5.5% | -12.8% | +7.2% | -0.1% |
| YTD | -8.9% | -23.0% | +14.1% | +1.9% |
| 1Y | -12.9% | -31.7% | +18.7% | +3.6% |
| 3Y | +22.1% | -4.8% | +26.9% | +20.0% |
| 5Y | +52.7% | +7.8% | +44.9% | +38.4% |
| 10Y | +152.7% | +184.1% | -31.3% | +27.5% |
| All | +170.7% | +1,286.0% | -1,115.3% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling