-2.9%
VMC vs EXEL
+70.6%
-73.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.3% | -2.8% | -1.5% | -3.9% |
| 30D | +16.2% | +18.2% | -2.0% | +13.5% |
| 3M | -0.8% | +37.7% | -38.6% | -5.4% |
| 6M | +1.2% | +42.2% | -41.1% | -3.8% |
| YTD | +0.5% | +61.3% | -60.8% | -6.8% |
| 1Y | -2.9% | +64.5% | -67.4% | -10.4% |
| All | -2.9% | +70.6% | -73.5% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling