-9.5%
VMC vs FDS
-17.4%
+7.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.2% |
| 7D | -4.3% | -1.9% | -2.4% | -4.2% |
| 30D | -8.2% | +9.0% | -17.3% | -8.9% |
| 3M | -7.0% | +18.9% | -25.9% | -7.9% |
| 6M | -10.8% | +35.1% | -45.9% | -12.2% |
| YTD | -7.4% | +5.5% | -12.9% | -9.3% |
| 1Y | -9.5% | -16.8% | +7.3% | -11.6% |
| All | -9.5% | -17.4% | +7.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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