+145.7%
VMC vs NTRS
+259.9%
-114.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -3.8% | +1.4% | -5.1% | -4.4% |
| 30D | -9.7% | -0.7% | -9.0% | -9.5% |
| 3M | -9.6% | +11.3% | -21.0% | -14.2% |
| 6M | -4.8% | +35.5% | -40.4% | -17.8% |
| YTD | -10.9% | +40.6% | -51.5% | -24.7% |
| 1Y | -15.6% | +49.2% | -64.8% | -30.7% |
| 3Y | +19.3% | +167.2% | -147.9% | -27.7% |
| 5Y | +48.0% | +94.9% | -46.9% | +2.0% |
| All | +145.7% | +259.9% | -114.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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