-1.2%
VMC vs FDS
+25.7%
-26.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -1.3% | +1.5% | -2.7% | -1.4% |
| 30D | +15.5% | +14.8% | +0.6% | +13.9% |
| 3M | +0.6% | +16.3% | -15.7% | -1.0% |
| 6M | +2.1% | +66.2% | -64.2% | -1.5% |
| YTD | -1.6% | +16.2% | -17.8% | -4.5% |
| 1Y | -1.2% | +21.8% | -23.0% | -5.6% |
| All | -1.2% | +25.7% | -26.9% | -5.6% |
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