+18.3%
VMC vs ET
+97.8%
-79.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | -12.8% | +4.6% | -17.3% | -13.7% |
| 3M | -7.9% | +16.0% | -24.0% | -11.3% |
| 6M | -7.5% | +22.8% | -30.3% | -12.6% |
| YTD | -11.6% | +38.9% | -50.5% | -19.5% |
| 1Y | -14.3% | +34.1% | -48.3% | -21.1% |
| All | +18.3% | +97.8% | -79.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling