+2,142.9%
VMC vs FDS
+10,327.4%
-8,184.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | +15.8% | +20.2% | -4.4% | +9.6% |
| 3M | +0.6% | +19.9% | -19.3% | -5.3% |
| 6M | -4.0% | +56.2% | -60.2% | -17.6% |
| YTD | -0.3% | +14.6% | -14.9% | -7.2% |
| 1Y | -0.5% | +31.6% | -32.1% | -11.5% |
| 3Y | +39.6% | -23.8% | +63.4% | +44.9% |
| 5Y | +50.1% | -22.6% | +72.6% | +54.3% |
| 10Y | +164.4% | +139.3% | +25.1% | +92.2% |
| All | +2,142.9% | +10,327.4% | -8,184.5% | +881.7% |
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