+2,094.3%
VMC vs EL
+1,685.7%
+408.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | 0.0% |
| 7D | -4.3% | +0.8% | -5.1% | -4.5% |
| 30D | -8.2% | +19.8% | -28.1% | -13.5% |
| 3M | -7.0% | +25.7% | -32.8% | -13.7% |
| 6M | -10.8% | +5.4% | -16.2% | -13.6% |
| YTD | -7.4% | +0.2% | -7.6% | -10.0% |
| 1Y | -9.5% | +20.4% | -29.9% | -17.6% |
| 3Y | +20.5% | -32.1% | +52.6% | +21.9% |
| 5Y | +51.6% | -67.2% | +118.7% | +92.3% |
| 10Y | +150.0% | +31.7% | +118.3% | +92.0% |
| All | +2,094.3% | +1,685.7% | +408.6% | +774.8% |
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