+380.8%
VMC vs EFV
+256.4%
+124.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.1% |
| 7D | -0.5% | +1.0% | -1.5% | -1.4% |
| 30D | -9.1% | +0.2% | -9.3% | -9.2% |
| 3M | -4.1% | +9.6% | -13.8% | -11.6% |
| 6M | -5.5% | +14.0% | -19.6% | -15.9% |
| YTD | -8.9% | +18.5% | -27.4% | -21.6% |
| 1Y | -12.9% | +27.9% | -40.8% | -30.0% |
| 3Y | +22.1% | +92.4% | -70.3% | -32.0% |
| 5Y | +52.7% | +97.2% | -44.4% | -17.1% |
| 10Y | +152.7% | +163.0% | -10.3% | +6.0% |
| All | +380.8% | +256.4% | +124.5% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling