+3,227.9%
VMC vs ES
+1,243.3%
+1,984.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 6M | -10.8% | -3.5% | -7.2% | -10.0% |
| YTD | -7.4% | +7.9% | -15.3% | -9.6% |
| 1Y | -9.5% | +17.2% | -26.6% | -14.2% |
| 3Y | +20.5% | +29.3% | -8.8% | +9.1% |
| 5Y | +51.6% | -5.7% | +57.3% | +49.5% |
| 10Y | +150.0% | +85.2% | +64.8% | +96.9% |
| All | +3,227.9% | +1,243.3% | +1,984.7% | +1,627.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling