+152.5%
VMC vs ED
+105.2%
+47.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | -5.3% | -0.2% | -5.2% | -5.3% |
| 30D | -12.3% | +1.9% | -14.2% | -12.6% |
| 3M | -10.3% | +1.9% | -12.1% | -10.6% |
| 6M | -8.6% | -2.3% | -6.3% | -8.2% |
| YTD | -11.9% | +10.9% | -22.8% | -13.9% |
| 1Y | -13.9% | +14.5% | -28.4% | -16.6% |
| 3Y | +18.2% | +33.4% | -15.2% | +9.5% |
| 5Y | +47.7% | +67.3% | -19.5% | +30.3% |
| 10Y | +152.5% | +110.7% | +41.8% | +125.4% |
| All | +152.5% | +105.2% | +47.2% | +125.4% |
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