+140.3%
VMC vs CAPR
-64.9%
+205.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.9% | +2.4% |
| 7D | +0.3% | +36.0% | -35.8% | -0.1% |
| 30D | +18.6% | +25.8% | -7.2% | +18.1% |
| 3M | +2.0% | +140.8% | -138.8% | +0.6% |
| 6M | +2.6% | -67.6% | +70.2% | +3.0% |
| YTD | +2.3% | -65.9% | +68.1% | +2.4% |
| 1Y | +1.7% | +66.1% | -64.4% | -3.1% |
| 3Y | +41.7% | +256.9% | -215.2% | +30.1% |
| 5Y | +46.6% | +172.1% | -125.5% | +33.8% |
| 10Y | +140.3% | -64.7% | +204.9% | +113.6% |
| All | +140.3% | -64.9% | +205.2% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling