+3,482.5%
VMC vs ES
+1,235.9%
+2,246.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.2% |
| 7D | +0.5% | +1.9% | -1.4% | 0.0% |
| 30D | +15.8% | +7.1% | +8.8% | +13.6% |
| 3M | +0.6% | -1.9% | +2.5% | +1.0% |
| 6M | -4.0% | +4.4% | -8.4% | -5.3% |
| YTD | -0.3% | +7.3% | -7.6% | -2.6% |
| 1Y | -0.5% | +2.1% | -2.6% | -1.8% |
| 3Y | +39.6% | +41.8% | -2.3% | +23.2% |
| 5Y | +50.1% | +1.4% | +48.6% | +45.0% |
| 10Y | +163.9% | +86.8% | +77.2% | +107.1% |
| All | +3,482.5% | +1,235.9% | +2,246.6% | +1,760.8% |
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