-9.5%
VMC vs RL
+13.6%
-23.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | -8.2% | -7.8% | -0.5% | -6.5% |
| 3M | -7.0% | -4.0% | -3.0% | -6.0% |
| 6M | -10.8% | -1.9% | -8.9% | -10.6% |
| YTD | -7.4% | -0.2% | -7.2% | -8.1% |
| 1Y | -9.5% | +10.7% | -20.2% | -10.9% |
| All | -9.5% | +13.6% | -23.0% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling