+608.7%
VMC vs FIVE
+822.5%
-213.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +15.8% | +17.7% | -1.8% | +11.8% |
| 3M | +0.6% | +4.0% | -3.4% | -0.5% |
| 6M | -4.0% | +2.6% | -6.6% | -5.4% |
| YTD | -0.3% | +27.6% | -27.9% | -6.7% |
| 1Y | -0.5% | +59.9% | -60.5% | -11.5% |
| 3Y | +39.6% | +35.8% | +3.8% | +21.4% |
| 5Y | +50.1% | +14.4% | +35.6% | +31.8% |
| 10Y | +163.9% | +576.1% | -412.2% | +50.5% |
| All | +608.7% | +822.5% | -213.8% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling