+344.6%
VMC vs ET
+1,435.7%
-1,091.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | -9.1% | +6.9% | -16.0% | -10.9% |
| 3M | -4.1% | +13.1% | -17.2% | -7.8% |
| 6M | -5.5% | +18.7% | -24.2% | -10.6% |
| YTD | -8.9% | +37.4% | -46.4% | -17.6% |
| 1Y | -12.9% | +34.8% | -47.8% | -20.9% |
| 3Y | +22.1% | +96.8% | -74.7% | -1.8% |
| 5Y | +52.7% | +238.2% | -185.5% | +3.0% |
| 10Y | +152.7% | +159.4% | -6.7% | +67.0% |
| All | +344.6% | +1,435.7% | -1,091.1% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling