-4.3%
VMC vs ES
+1.3%
-5.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | +15.3% | +8.2% | +7.0% | +13.3% |
| 3M | +0.3% | +0.6% | -0.3% | -0.1% |
| 6M | +0.9% | +6.0% | -5.1% | +0.1% |
| YTD | -1.0% | +9.3% | -10.4% | -1.5% |
| 1Y | -4.3% | +1.1% | -5.5% | -5.2% |
| All | -4.3% | +1.3% | -5.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling