+2,156.0%
VMC vs FDS
+10,549.7%
-8,393.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.8% | -1.8% |
| 7D | -4.3% | -2.1% | -2.2% | -3.7% |
| 30D | +16.2% | +16.0% | +0.2% | +11.1% |
| 3M | -0.8% | +18.8% | -19.6% | -6.3% |
| 6M | +1.2% | +54.1% | -52.9% | -12.7% |
| YTD | +0.5% | +17.0% | -16.5% | -7.1% |
| 1Y | -2.9% | +25.5% | -28.4% | -12.4% |
| 3Y | +37.3% | -23.3% | +60.7% | +42.3% |
| 5Y | +48.8% | -22.6% | +71.4% | +53.0% |
| 10Y | +131.4% | +130.2% | +1.2% | +69.8% |
| All | +2,156.0% | +10,549.7% | -8,393.7% | +881.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling