+151.5%
VMC vs REPL
+39.1%
+112.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.5% |
| 7D | +0.3% | +14.2% | -13.9% | -0.1% |
| 30D | +18.6% | +65.9% | -47.3% | +16.9% |
| 3M | +2.0% | +84.6% | -82.5% | +0.2% |
| 6M | +2.6% | +446.9% | -444.3% | -4.6% |
| YTD | +2.3% | +129.0% | -126.8% | -4.1% |
| 1Y | +1.7% | +167.9% | -166.2% | -5.2% |
| 3Y | +41.7% | +93.9% | -52.2% | +18.9% |
| 5Y | +46.6% | -33.0% | +79.6% | +30.4% |
| All | +151.5% | +39.1% | +112.4% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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