+64.9%
VMC vs COMP
-47.7%
+112.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -4.3% | +1.4% | -5.7% | -4.5% |
| 30D | -8.2% | -13.3% | +5.1% | -6.9% |
| 3M | -7.0% | +41.1% | -48.2% | -10.6% |
| 6M | -10.8% | +17.2% | -27.9% | -13.2% |
| YTD | -7.4% | +5.2% | -12.6% | -9.2% |
| 1Y | -9.5% | +18.9% | -28.4% | -12.8% |
| 3Y | +20.5% | +215.9% | -195.4% | +0.4% |
| 5Y | +51.6% | -31.2% | +82.8% | +33.7% |
| All | +64.9% | -47.7% | +112.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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