+132.3%
VMC vs FND
+66.0%
+66.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -4.3% | -5.2% | +0.9% | -3.0% |
| 30D | -8.2% | -19.9% | +11.6% | -2.7% |
| 3M | -7.0% | +2.7% | -9.8% | -8.3% |
| 6M | -10.8% | -21.7% | +10.9% | -5.9% |
| YTD | -7.4% | -17.5% | +10.1% | -3.9% |
| 1Y | -9.5% | -39.3% | +29.8% | +1.3% |
| 3Y | +20.5% | -49.8% | +70.2% | +36.2% |
| 5Y | +51.6% | -60.1% | +111.6% | +73.5% |
| All | +132.3% | +66.0% | +66.2% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling