+52.7%
VMC vs EAT
+324.5%
-271.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -1.1% |
| 7D | -0.5% | -4.9% | +4.4% | +0.3% |
| 30D | -9.1% | -1.2% | -7.9% | -9.1% |
| 3M | -4.1% | +52.2% | -56.4% | -11.4% |
| 6M | -5.5% | +65.0% | -70.6% | -14.3% |
| YTD | -8.9% | +55.0% | -63.9% | -16.8% |
| 1Y | -12.9% | +42.1% | -55.0% | -19.6% |
| 3Y | +22.1% | +614.7% | -592.6% | -21.5% |
| All | +52.7% | +324.5% | -271.8% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling