+41.7%
VMC vs EL
+1.5%
+40.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.3% | +2.2% |
| 7D | +0.3% | +8.0% | -7.7% | -0.6% |
| 30D | +18.6% | +15.4% | +3.1% | +16.5% |
| 3M | +2.0% | +28.5% | -26.5% | -1.0% |
| 6M | +2.6% | +32.2% | -29.6% | -0.9% |
| YTD | +2.3% | +9.2% | -6.9% | -0.1% |
| 1Y | +1.7% | +30.8% | -29.1% | -2.4% |
| 3Y | +41.7% | +3.7% | +38.0% | +31.2% |
| All | +41.7% | +1.5% | +40.2% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling