+152.7%
VMC vs RL
+304.3%
-151.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | -9.1% | -12.2% | +3.1% | -5.5% |
| 3M | -4.1% | -6.6% | +2.5% | -2.3% |
| 6M | -5.5% | +3.2% | -8.7% | -7.2% |
| YTD | -8.9% | -1.3% | -7.6% | -9.5% |
| 1Y | -12.9% | +13.6% | -26.5% | -17.4% |
| 3Y | +22.1% | +210.9% | -188.7% | -18.3% |
| 5Y | +52.7% | +246.9% | -194.1% | -4.3% |
| 10Y | +152.7% | +310.1% | -157.3% | +42.8% |
| All | +152.7% | +304.3% | -151.6% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling