+152.5%
VMC vs FDS
+72.8%
+79.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.0% |
| 7D | -5.3% | -8.8% | +3.5% | -2.2% |
| 30D | -12.3% | -1.4% | -10.9% | -12.0% |
| 3M | -10.3% | +13.9% | -24.1% | -15.4% |
| 6M | -8.6% | +27.4% | -36.0% | -18.8% |
| YTD | -11.9% | -2.5% | -9.4% | -13.3% |
| 1Y | -13.9% | -23.8% | +9.9% | -6.5% |
| 3Y | +18.2% | -32.5% | +50.6% | +33.5% |
| 5Y | +47.7% | -23.2% | +70.9% | +54.8% |
| 10Y | +152.5% | +76.4% | +76.1% | +67.0% |
| All | +152.5% | +72.8% | +79.6% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling