+143.6%
VMC vs EL
+25.3%
+118.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | -3.7% | -4.4% | +0.7% | -2.6% |
| 30D | -12.8% | +10.3% | -23.0% | -15.2% |
| 3M | -7.9% | +13.4% | -21.3% | -11.2% |
| 6M | -7.5% | +3.1% | -10.6% | -9.4% |
| YTD | -11.6% | -6.9% | -4.7% | -12.0% |
| 1Y | -14.3% | +11.9% | -26.2% | -19.4% |
| 3Y | +18.5% | -33.8% | +52.3% | +23.3% |
| 5Y | +46.8% | -69.0% | +115.7% | +102.5% |
| All | +143.6% | +25.3% | +118.4% | +112.4% |
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