+2,639.7%
VMC vs IT
+6,105.9%
-3,466.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.9% |
| 7D | -4.3% | -6.0% | +1.7% | -3.1% |
| 30D | -8.2% | 0.0% | -8.3% | -8.4% |
| 3M | -7.0% | +13.1% | -20.1% | -10.6% |
| 6M | -10.8% | +11.7% | -22.5% | -14.6% |
| YTD | -7.4% | -26.1% | +18.7% | -4.2% |
| 1Y | -9.5% | -21.3% | +11.8% | -8.1% |
| 3Y | +20.5% | -46.7% | +67.2% | +30.8% |
| 5Y | +51.6% | -40.5% | +92.1% | +59.8% |
| 10Y | +150.0% | +103.9% | +46.1% | +101.5% |
| All | +2,639.7% | +6,105.9% | -3,466.2% | +1,571.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling