-9.5%
VMC vs FIVE
+66.7%
-76.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.2% |
| 7D | -4.3% | +4.3% | -8.6% | -4.9% |
| 30D | -8.2% | +12.5% | -20.8% | -9.9% |
| 3M | -7.0% | +31.2% | -38.3% | -11.0% |
| 6M | -10.8% | +14.4% | -25.1% | -12.9% |
| YTD | -7.4% | +33.9% | -41.3% | -12.4% |
| 1Y | -9.5% | +65.1% | -74.5% | -17.2% |
| All | -9.5% | +66.7% | -76.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling