-3.7%
VMC vs Q
+68.3%
-72.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | -0.1% |
| 7D | -1.3% | +1.2% | -2.4% | -1.4% |
| 30D | +15.5% | -2.7% | +18.1% | +15.6% |
| 3M | +0.6% | -16.9% | +17.5% | +2.7% |
| 6M | +2.1% | -26.9% | +28.9% | +5.7% |
| YTD | -1.6% | +45.2% | -46.8% | -12.0% |
| 1Y | -1.2% | +38.1% | -39.3% | -11.0% |
| All | -3.7% | +68.3% | -72.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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