+143.6%
VMC vs EAT
+379.9%
-236.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -3.7% | -6.2% | +2.5% | -2.3% |
| 30D | -12.8% | -3.0% | -9.7% | -12.5% |
| 3M | -7.9% | +45.6% | -53.6% | -15.9% |
| 6M | -7.5% | +53.5% | -61.1% | -17.1% |
| YTD | -11.6% | +49.6% | -61.2% | -20.7% |
| 1Y | -14.3% | +38.9% | -53.2% | -22.3% |
| 3Y | +18.5% | +589.7% | -571.2% | -30.1% |
| 5Y | +46.8% | +318.7% | -271.9% | -7.3% |
| All | +143.6% | +379.9% | -236.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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