-2.5%
VMC vs Q
+66.4%
-68.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -1.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +15.8% | -9.8% | +25.6% | +17.1% |
| 3M | +0.6% | -12.2% | +12.8% | +1.9% |
| 6M | -4.0% | -21.6% | +17.6% | -2.1% |
| YTD | -0.3% | +43.6% | -43.9% | -10.7% |
| 1Y | -0.5% | +25.7% | -26.2% | -8.8% |
| All | -2.5% | +66.4% | -68.8% | -10.3% |
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