+143.6%
VMC vs CAPR
-78.6%
+222.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.3% |
| 7D | -3.7% | -10.6% | +6.9% | -3.6% |
| 30D | -12.8% | +111.2% | -124.0% | -13.8% |
| 3M | -7.9% | -67.2% | +59.3% | -7.5% |
| 6M | -7.5% | -75.1% | +67.6% | -6.8% |
| YTD | -11.6% | -71.2% | +59.6% | -11.2% |
| 1Y | -14.3% | +31.1% | -45.4% | -17.9% |
| 3Y | +18.5% | +31.3% | -12.8% | +10.8% |
| 5Y | +46.8% | +69.4% | -22.6% | +35.3% |
| All | +143.6% | -78.6% | +222.2% | +111.3% |
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