+130.6%
VMC vs ED
+136.7%
-6.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +1.1% | +2.1% | -1.0% | +0.7% |
| 30D | +17.7% | +12.4% | +5.3% | +14.8% |
| 3M | +1.1% | +13.1% | -12.1% | -1.6% |
| 6M | +1.8% | +14.1% | -12.2% | -1.1% |
| YTD | +1.5% | +23.1% | -21.6% | -3.2% |
| 1Y | -1.1% | +25.4% | -26.6% | -6.2% |
| 3Y | +38.8% | +47.9% | -9.1% | +25.4% |
| 5Y | +49.6% | +81.9% | -32.3% | +28.7% |
| 10Y | +130.6% | +141.3% | -10.6% | +103.9% |
| All | +130.6% | +136.7% | -6.1% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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