-4.0%
VMC vs IRE
-93.7%
+89.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.6% | -0.3% |
| 7D | +0.5% | -27.2% | +27.7% | +0.2% |
| 30D | +15.8% | -75.1% | +90.9% | +14.0% |
| 3M | +0.6% | -77.9% | +78.4% | -0.8% |
| 6M | -4.0% | -94.6% | +90.6% | -2.1% |
| All | -4.0% | -93.7% | +89.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 6mo: compounded portfolio wealth divided by compounded IRE 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…
6mo analysis · Full analysis span regression · 6 months rolling