+152.5%
VMC vs ESI
+308.3%
-155.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -5.3% | +3.9% | -9.2% | -6.8% |
| 30D | -12.3% | -3.8% | -8.5% | -11.1% |
| 3M | -10.3% | -13.1% | +2.9% | -6.6% |
| 6M | -8.6% | +11.3% | -19.9% | -15.2% |
| YTD | -11.9% | +44.1% | -56.0% | -27.1% |
| 1Y | -13.9% | +40.3% | -54.2% | -28.5% |
| 3Y | +18.2% | +84.1% | -65.9% | -15.7% |
| 5Y | +47.7% | +75.8% | -28.1% | +5.1% |
| 10Y | +152.5% | +320.7% | -168.2% | +13.1% |
| All | +152.5% | +308.3% | -155.8% | +13.1% |
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