+143.6%
VMC vs EXEL
+386.3%
-242.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -3.7% | -2.9% | -0.8% | -3.3% |
| 30D | -12.8% | +11.9% | -24.6% | -14.4% |
| 3M | -7.9% | +9.2% | -17.1% | -9.4% |
| 6M | -7.5% | +39.1% | -46.6% | -12.5% |
| YTD | -11.6% | +31.0% | -42.7% | -15.8% |
| 1Y | -14.3% | +52.3% | -66.6% | -20.5% |
| 3Y | +18.5% | +159.7% | -141.3% | -1.5% |
| 5Y | +46.8% | +187.7% | -141.0% | +18.3% |
| All | +143.6% | +386.3% | -242.6% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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