+2,322.8%
VMC vs EL
+1,845.6%
+477.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.3% | +1.7% |
| 7D | +0.3% | +8.0% | -7.7% | -2.0% |
| 30D | +18.6% | +15.4% | +3.1% | +13.4% |
| 3M | +2.0% | +28.5% | -26.5% | -6.0% |
| 6M | +2.6% | +32.2% | -29.6% | -6.8% |
| YTD | +2.3% | +9.2% | -6.9% | -3.4% |
| 1Y | +1.7% | +30.8% | -29.1% | -9.4% |
| 3Y | +41.7% | +3.7% | +38.0% | +25.7% |
| 5Y | +46.6% | -64.8% | +111.4% | +82.1% |
| 10Y | +140.3% | +60.0% | +80.2% | +73.1% |
| All | +2,322.8% | +1,845.6% | +477.1% | +839.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling