+131.4%
VMC vs EL
+63.7%
+67.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | +16.2% | +12.3% | +3.9% | +12.7% |
| 3M | -0.8% | +28.4% | -29.2% | -7.4% |
| 6M | +1.2% | +36.7% | -35.6% | -7.5% |
| YTD | +0.5% | +8.4% | -7.9% | -4.0% |
| 1Y | -2.9% | +25.4% | -28.3% | -11.0% |
| 3Y | +37.3% | +3.4% | +33.9% | +24.1% |
| 5Y | +48.8% | -64.8% | +113.6% | +100.1% |
| 10Y | +131.4% | +63.0% | +68.4% | +78.8% |
| All | +131.4% | +63.7% | +67.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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