-15.6%
VMC vs EXEL
+48.5%
-64.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.1% |
| 7D | -3.8% | -4.9% | +1.1% | -3.2% |
| 30D | -9.7% | +11.4% | -21.1% | -10.9% |
| 3M | -9.6% | +4.9% | -14.5% | -10.2% |
| 6M | -4.8% | +34.4% | -39.3% | -7.4% |
| YTD | -10.9% | +28.0% | -38.9% | -13.3% |
| 1Y | -15.6% | +43.6% | -59.2% | -18.2% |
| All | -15.6% | +48.5% | -64.1% | -18.2% |
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