+145.7%
VMC vs EFV
+169.9%
-24.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.1% |
| 7D | -3.8% | -0.8% | -3.0% | -3.1% |
| 30D | -9.7% | +0.6% | -10.3% | -10.2% |
| 3M | -9.6% | +7.5% | -17.2% | -15.2% |
| 6M | -4.8% | +13.0% | -17.9% | -14.5% |
| YTD | -10.9% | +18.3% | -29.2% | -23.2% |
| 1Y | -15.6% | +26.7% | -42.3% | -31.6% |
| 3Y | +19.3% | +89.6% | -70.3% | -33.0% |
| 5Y | +48.0% | +98.2% | -50.2% | -20.6% |
| All | +145.7% | +169.9% | -24.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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