+52.7%
VMC vs IT
-44.8%
+97.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | -0.1% |
| 7D | -0.5% | -9.1% | +8.6% | +1.4% |
| 30D | -9.1% | -7.0% | -2.1% | -7.9% |
| 3M | -4.1% | +7.6% | -11.8% | -6.7% |
| 6M | -5.5% | +2.1% | -7.7% | -7.6% |
| YTD | -8.9% | -31.6% | +22.7% | -1.1% |
| 1Y | -12.9% | -29.9% | +17.0% | -6.9% |
| 3Y | +22.1% | -51.3% | +73.4% | +43.5% |
| All | +52.7% | -44.8% | +97.5% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling