+22.1%
VMC vs FDS
-30.4%
+52.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | -1.0% |
| 7D | -0.5% | -5.4% | +4.8% | +0.3% |
| 30D | -9.1% | +1.6% | -10.7% | -9.4% |
| 3M | -4.1% | +17.7% | -21.9% | -6.5% |
| 6M | -5.5% | +29.1% | -34.6% | -9.6% |
| YTD | -8.9% | +1.0% | -9.9% | -8.8% |
| 1Y | -12.9% | -21.6% | +8.7% | -6.2% |
| 3Y | +22.1% | -30.1% | +52.2% | +33.1% |
| All | +22.1% | -30.4% | +52.6% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling