+125.7%
VMC vs FDS
+127.7%
-2.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.7% |
| 7D | -1.3% | +1.5% | -2.7% | -1.8% |
| 30D | +15.5% | +14.8% | +0.6% | +9.8% |
| 3M | +0.6% | +16.3% | -15.7% | -5.4% |
| 6M | +2.1% | +66.2% | -64.2% | -17.5% |
| YTD | -1.6% | +16.2% | -17.8% | -9.5% |
| 1Y | -1.2% | +21.8% | -23.0% | -11.4% |
| 3Y | +35.3% | -23.9% | +59.2% | +46.9% |
| 5Y | +43.6% | -23.1% | +66.7% | +53.1% |
| All | +125.7% | +127.7% | -2.0% | +37.6% |
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 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