+22.1%
VMC vs EL
-30.9%
+53.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.4% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | -9.1% | +15.5% | -24.6% | -10.5% |
| 3M | -4.1% | +20.6% | -24.7% | -6.0% |
| 6M | -5.5% | +10.5% | -16.0% | -7.0% |
| YTD | -8.9% | -1.9% | -7.0% | -9.7% |
| 1Y | -12.9% | +16.1% | -29.0% | -15.1% |
| 3Y | +22.1% | -30.2% | +52.4% | +24.3% |
| All | +22.1% | -30.9% | +53.1% | +24.3% |
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