+43.6%
VMC vs FIVE
+16.7%
+26.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.3% | +2.7% | -3.9% | -1.8% |
| 30D | +15.5% | +12.7% | +2.8% | +13.0% |
| 3M | +0.6% | +2.1% | -1.5% | 0.0% |
| 6M | +2.1% | +17.5% | -15.4% | -1.6% |
| YTD | -1.6% | +31.0% | -32.5% | -7.4% |
| 1Y | -1.2% | +67.7% | -68.9% | -11.4% |
| 3Y | +35.3% | +43.4% | -8.1% | +21.8% |
| All | +43.6% | +16.7% | +26.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling