-0.4%
VMC vs CAPR
+64.2%
-64.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.9% | +2.5% |
| 7D | +0.3% | +36.0% | -35.8% | +0.1% |
| 30D | +18.6% | +25.8% | -7.2% | +18.4% |
| 3M | +2.0% | +140.8% | -138.8% | +1.6% |
| 6M | +2.6% | -67.6% | +70.2% | +2.5% |
| YTD | +2.3% | -65.9% | +68.1% | +2.1% |
| All | -0.4% | +64.2% | -64.6% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling