+196.7%
VMC vs CAPR
-99.1%
+295.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | -4.3% | -2.0% | -2.3% | -4.3% |
| 30D | -8.2% | +139.2% | -147.4% | -9.0% |
| 3M | -7.0% | -66.4% | +59.3% | -6.8% |
| 6M | -10.8% | -63.1% | +52.4% | -10.6% |
| YTD | -7.4% | -67.4% | +60.0% | -7.2% |
| 1Y | -9.5% | +58.2% | -67.7% | -12.1% |
| 3Y | +20.5% | +42.2% | -21.7% | +16.0% |
| 5Y | +51.6% | +87.3% | -35.7% | +44.9% |
| 10Y | +150.0% | -75.3% | +225.3% | +134.5% |
| All | +196.7% | -99.1% | +295.8% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling