-12.9%
VMC vs CAPR
+35.6%
-48.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.6% |
| 7D | -0.5% | -9.5% | +9.0% | -0.5% |
| 30D | -9.1% | +121.5% | -130.6% | -9.4% |
| 3M | -4.1% | -65.4% | +61.2% | -4.2% |
| 6M | -5.5% | -67.5% | +62.0% | -5.5% |
| YTD | -8.9% | -68.6% | +59.7% | -8.9% |
| 1Y | -12.9% | +42.7% | -55.6% | -13.3% |
| All | -12.9% | +35.6% | -48.6% | -13.3% |
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 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