-1.1%
VMC vs RL
+22.6%
-23.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +17.7% | +7.6% | +10.1% | +15.2% |
| 3M | +1.1% | -1.5% | +2.6% | +1.3% |
| 6M | +1.8% | +12.1% | -10.2% | -1.2% |
| YTD | +1.5% | +13.9% | -12.4% | -3.6% |
| 1Y | -1.1% | +20.7% | -21.8% | -7.7% |
| All | -1.1% | +22.6% | -23.8% | -7.7% |
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