-10.9%
VMC vs Q
+75.3%
-86.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -4.0% | -2.0% |
| 7D | -0.5% | +6.7% | -7.3% | -1.4% |
| 30D | -9.1% | -10.6% | +1.5% | -7.9% |
| 3M | -4.1% | -14.6% | +10.5% | -2.9% |
| 6M | -5.5% | +12.1% | -17.6% | -10.0% |
| YTD | -8.9% | +51.3% | -60.2% | -18.7% |
| All | -10.9% | +75.3% | -86.2% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling