+43.0%
VMC vs RL
+226.8%
-183.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | +0.5% | -4.2% | +4.7% | +1.9% |
| 30D | +15.8% | +4.3% | +11.5% | +14.4% |
| 3M | +0.6% | -4.6% | +5.2% | +2.0% |
| 6M | -4.0% | +1.7% | -5.7% | -5.1% |
| YTD | -0.3% | +7.3% | -7.7% | -3.6% |
| 1Y | -0.5% | +20.8% | -21.3% | -7.4% |
| 3Y | +39.6% | +247.0% | -207.4% | -14.1% |
| All | +43.0% | +226.8% | -183.9% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling