+52.7%
VMC vs EL
-67.4%
+120.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.8% |
| 30D | -9.1% | +15.5% | -24.6% | -11.6% |
| 3M | -4.1% | +20.6% | -24.7% | -7.6% |
| 6M | -5.5% | +10.5% | -16.0% | -8.1% |
| YTD | -8.9% | -1.9% | -7.0% | -10.1% |
| 1Y | -12.9% | +16.1% | -29.0% | -17.1% |
| 3Y | +22.1% | -30.2% | +52.4% | +26.7% |
| 5Y | +52.7% | -67.4% | +120.1% | +116.7% |
| All | +52.7% | -67.4% | +120.1% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling