+3,075.5%
VMC vs NTRS
+7,716.8%
-4,641.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -12.8% | +0.2% | -12.9% | -12.9% |
| 3M | -7.9% | +13.2% | -21.1% | -12.6% |
| 6M | -7.5% | +36.9% | -44.5% | -18.8% |
| YTD | -11.6% | +39.1% | -50.7% | -23.1% |
| 1Y | -14.3% | +50.4% | -64.7% | -27.8% |
| 3Y | +18.5% | +166.8% | -148.3% | -22.1% |
| 5Y | +46.8% | +92.9% | -46.1% | +7.5% |
| 10Y | +153.2% | +255.7% | -102.5% | +41.4% |
| All | +3,075.5% | +7,716.8% | -4,641.3% | +916.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling