+18.3%
VMC vs EFV
+88.2%
-69.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -3.7% | -2.0% | -1.7% | -2.3% |
| 30D | -12.8% | -0.2% | -12.6% | -12.6% |
| 3M | -7.9% | +9.1% | -17.1% | -13.4% |
| 6M | -7.5% | +11.7% | -19.2% | -14.5% |
| YTD | -11.6% | +17.0% | -28.7% | -21.0% |
| 1Y | -14.3% | +26.7% | -41.0% | -27.4% |
| All | +18.3% | +88.2% | -69.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling