+18.0%
VMC vs FND
-50.0%
+68.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | -12.3% | -19.6% | +7.3% | -7.5% |
| 3M | -10.3% | -4.3% | -5.9% | -9.7% |
| 6M | -8.6% | -20.4% | +11.9% | -4.5% |
| YTD | -11.9% | -21.9% | +10.0% | -7.7% |
| 1Y | -13.9% | -45.2% | +31.3% | -3.0% |
| All | +18.0% | -50.0% | +68.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling