+2.6%
VMC vs IT
-17.9%
+20.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.5% |
| 7D | +12.3% | -5.5% | +17.8% | +12.6% |
| 30D | +21.2% | +10.3% | +10.9% | +21.1% |
| 3M | +4.6% | +11.5% | -6.9% | +4.4% |
| 6M | +3.9% | +40.3% | -36.4% | +3.9% |
| YTD | +5.0% | -17.9% | +22.8% | +2.1% |
| 1Y | +2.6% | -8.8% | +11.4% | +0.3% |
| All | +2.6% | -17.9% | +20.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling