+106.9%
VMC vs NTR
+97.9%
+8.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.8% | -1.3% | -2.5% | -3.4% |
| 30D | -9.7% | +16.8% | -26.5% | -14.0% |
| 3M | -9.6% | +20.7% | -30.4% | -15.2% |
| 6M | -4.8% | +0.5% | -5.4% | -6.2% |
| YTD | -10.9% | +29.2% | -40.1% | -19.7% |
| 1Y | -15.6% | +39.6% | -55.2% | -26.4% |
| 3Y | +19.3% | +37.9% | -18.6% | +2.0% |
| 5Y | +48.0% | +47.1% | +0.9% | +7.9% |
| All | +106.9% | +97.9% | +8.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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