+1,979.7%
VMC vs FDS
+9,502.8%
-7,523.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +2.0% |
| 7D | -4.3% | -1.9% | -2.4% | -3.8% |
| 30D | -8.2% | +9.0% | -17.3% | -10.8% |
| 3M | -7.0% | +18.9% | -25.9% | -12.5% |
| 6M | -10.8% | +35.1% | -45.9% | -20.1% |
| YTD | -7.4% | +5.5% | -12.9% | -11.3% |
| 1Y | -9.5% | -16.8% | +7.3% | -7.5% |
| 3Y | +20.5% | -28.1% | +48.5% | +27.7% |
| 5Y | +51.6% | -17.4% | +69.0% | +53.2% |
| 10Y | +150.0% | +85.4% | +64.6% | +96.0% |
| All | +1,979.7% | +9,502.8% | -7,523.1% | +836.4% |
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