+3,547.4%
VMC vs ED
+2,476.3%
+1,071.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | +17.7% | +12.4% | +5.3% | +13.5% |
| 3M | +1.1% | +13.1% | -12.1% | -2.8% |
| 6M | +1.8% | +14.1% | -12.2% | -2.3% |
| YTD | +1.5% | +23.1% | -21.6% | -5.1% |
| 1Y | -1.1% | +25.4% | -26.6% | -8.3% |
| 3Y | +38.8% | +47.9% | -9.1% | +20.7% |
| 5Y | +49.6% | +81.9% | -32.3% | +20.8% |
| 10Y | +130.6% | +141.3% | -10.6% | +62.9% |
| All | +3,547.4% | +2,476.3% | +1,071.1% | +1,411.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling