-0.4%
VMC vs RL
+22.3%
-22.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.3% | +0.7% |
| 7D | +0.3% | +0.2% | 0.0% | +0.2% |
| 30D | +18.6% | +7.3% | +11.2% | +16.2% |
| 3M | +2.0% | +1.0% | +1.0% | +1.5% |
| 6M | +2.6% | +11.8% | -9.2% | -0.3% |
| YTD | +2.3% | +13.6% | -11.4% | -2.8% |
| All | -0.4% | +22.3% | -22.7% | -6.9% |
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