+62.2%
VMC vs COMP
-49.4%
+111.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | -0.5% | +4.1% | -4.6% | -1.0% |
| 30D | -9.1% | -14.5% | +5.4% | -7.6% |
| 3M | -4.1% | +41.8% | -46.0% | -7.9% |
| 6M | -5.5% | +23.6% | -29.1% | -8.6% |
| YTD | -8.9% | +1.7% | -10.6% | -10.4% |
| 1Y | -12.9% | +12.6% | -25.5% | -15.6% |
| 3Y | +22.1% | +221.9% | -199.7% | +1.6% |
| 5Y | +52.7% | -28.1% | +80.9% | +35.0% |
| All | +62.2% | -49.4% | +111.6% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling