+79.3%
VMC vs COMP
-56.6%
+135.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.1% | -3.2% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | +14.7% | -0.8% | +15.5% | +14.7% |
| 3M | -0.3% | -28.1% | +27.9% | +3.1% |
| 6M | -1.7% | +27.0% | -28.7% | -5.0% |
| YTD | +0.7% | -12.8% | +13.4% | +0.5% |
| 1Y | +0.9% | +4.9% | -4.0% | -1.3% |
| 3Y | +40.5% | +321.0% | -280.5% | +13.7% |
| 5Y | +51.5% | -25.6% | +77.1% | +35.0% |
| All | +79.3% | -56.6% | +135.9% | +59.7% |
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