+47.8%
VMC vs ET
+241.8%
-193.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -9.7% | +2.9% | -12.6% | -10.5% |
| 3M | -9.6% | +16.8% | -26.4% | -13.8% |
| 6M | -4.8% | +18.9% | -23.7% | -10.1% |
| YTD | -10.9% | +37.7% | -48.6% | -19.7% |
| 1Y | -15.6% | +32.4% | -48.0% | -23.1% |
| 3Y | +19.3% | +99.5% | -80.2% | -6.1% |
| All | +47.8% | +241.8% | -193.9% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling