+54.4%
VMC vs ES
-5.6%
+60.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | -8.2% | -2.0% | -6.3% | -7.8% |
| 3M | -7.0% | +1.7% | -8.7% | -7.4% |
| 6M | -10.8% | -3.5% | -7.2% | -10.1% |
| YTD | -7.4% | +7.9% | -15.3% | -9.2% |
| 1Y | -9.5% | +17.2% | -26.6% | -13.7% |
| 3Y | +20.5% | +29.3% | -8.8% | +10.1% |
| All | +54.4% | -5.6% | +60.0% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling