+47.7%
VMC vs FND
-61.3%
+109.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | -10.3% | -4.3% | -5.9% | -9.7% |
| 6M | -8.6% | -20.4% | +11.9% | -3.9% |
| YTD | -11.9% | -21.9% | +10.0% | -7.1% |
| 1Y | -13.9% | -45.2% | +31.3% | -0.5% |
| 3Y | +18.2% | -49.2% | +67.4% | +33.0% |
| 5Y | +47.7% | -61.8% | +109.6% | +68.9% |
| All | +47.7% | -61.3% | +109.0% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling