+52.7%
VMC vs ED
+71.7%
-19.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | -0.5% | +0.5% | -1.1% | -0.7% |
| 30D | -9.1% | +1.1% | -10.2% | -9.4% |
| 3M | -4.1% | +4.6% | -8.8% | -5.1% |
| 6M | -5.5% | -2.0% | -3.6% | -5.2% |
| YTD | -8.9% | +11.7% | -20.6% | -11.3% |
| 1Y | -12.9% | +15.7% | -28.7% | -16.0% |
| 3Y | +22.1% | +34.4% | -12.2% | +10.8% |
| 5Y | +52.7% | +67.3% | -14.6% | +34.1% |
| All | +52.7% | +71.7% | -19.0% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling