+46.6%
VMC vs COO
-40.8%
+87.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +1.7% |
| 7D | +0.3% | +4.3% | -4.0% | -1.1% |
| 30D | +18.6% | +17.6% | +1.0% | +12.2% |
| 3M | +2.0% | -13.9% | +15.9% | +6.9% |
| 6M | +2.6% | +6.6% | -4.0% | -0.6% |
| YTD | +2.3% | -22.0% | +24.2% | +10.7% |
| 1Y | +1.7% | -8.8% | +10.5% | +3.9% |
| 3Y | +41.7% | -21.5% | +63.2% | +46.4% |
| 5Y | +46.6% | -41.0% | +87.6% | +66.5% |
| All | +46.6% | -40.8% | +87.4% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling