+131.4%
VMC vs ESI
+323.9%
-192.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.6% |
| 7D | -4.3% | +1.8% | -6.1% | -5.1% |
| 30D | +16.2% | -6.6% | +22.8% | +18.4% |
| 3M | -0.8% | -9.4% | +8.5% | +1.7% |
| 6M | +1.2% | -24.1% | +25.3% | +9.7% |
| YTD | +0.5% | +37.1% | -36.7% | -16.5% |
| 1Y | -2.9% | +24.5% | -27.5% | -16.2% |
| 3Y | +37.3% | +83.2% | -45.8% | -3.6% |
| 5Y | +48.8% | +44.0% | +4.8% | +13.8% |
| 10Y | +131.4% | +332.8% | -201.4% | -3.0% |
| All | +131.4% | +323.9% | -192.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling