+143.6%
VMC vs IT
+92.9%
+50.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -3.7% | -12.7% | +9.0% | +0.3% |
| 30D | -12.8% | -8.9% | -3.9% | -10.5% |
| 3M | -7.9% | +10.1% | -18.1% | -12.5% |
| 6M | -7.5% | +7.3% | -14.8% | -12.5% |
| YTD | -11.6% | -32.4% | +20.7% | -3.0% |
| 1Y | -14.3% | -26.6% | +12.4% | -9.7% |
| 3Y | +18.5% | -51.8% | +70.3% | +41.5% |
| 5Y | +46.8% | -45.6% | +92.4% | +62.1% |
| All | +143.6% | +92.9% | +50.7% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling