+76.2%
VMC vs COMP
-52.8%
+129.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.2% |
| 7D | -1.7% | +8.9% | -10.6% | -2.7% |
| 30D | +15.3% | +14.0% | +1.3% | +13.4% |
| 3M | +0.3% | -21.1% | +21.4% | +2.5% |
| 6M | +0.9% | +20.1% | -19.2% | -1.8% |
| YTD | -1.0% | -5.0% | +4.0% | -2.2% |
| 1Y | -4.3% | +5.7% | -10.0% | -6.7% |
| 3Y | +35.3% | +412.2% | -376.9% | +7.1% |
| 5Y | +44.4% | -12.1% | +56.5% | +26.9% |
| All | +76.2% | -52.8% | +129.0% | +55.4% |
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