-10.8%
VMC vs FDS
+37.6%
-48.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -7.7% |
| 6M | -10.8% | +35.1% | -45.9% | -11.0% |
| All | -10.8% | +37.6% | -48.3% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling