+58.0%
VMC vs FGI
-74.8%
+132.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.6% | -0.4% |
| 7D | -1.3% | -14.4% | +13.1% | -1.2% |
| 30D | +15.5% | -11.8% | +27.2% | +15.5% |
| 3M | +0.6% | -46.2% | +46.8% | +0.9% |
| 6M | +2.1% | +5.2% | -3.1% | +1.4% |
| YTD | -1.6% | +10.5% | -12.1% | -2.8% |
| 1Y | -1.2% | +25.5% | -26.7% | -2.6% |
| 3Y | +35.3% | -16.0% | +51.3% | +33.8% |
| All | +58.0% | -74.8% | +132.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling