+3,075.5%
VMC vs NYT
+754.3%
+2,321.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | -12.8% | +4.5% | -17.2% | -13.8% |
| 3M | -7.9% | -8.5% | +0.6% | -6.2% |
| 6M | -7.5% | -15.1% | +7.5% | -4.0% |
| YTD | -11.6% | -3.3% | -8.3% | -11.8% |
| 1Y | -14.3% | +17.0% | -31.2% | -19.0% |
| 3Y | +18.5% | +55.7% | -37.2% | +1.4% |
| 5Y | +46.8% | +38.9% | +7.9% | +26.8% |
| 10Y | +153.2% | +485.3% | -332.1% | +36.5% |
| All | +3,075.5% | +754.3% | +2,321.1% | +1,375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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