+1,581.8%
VMC vs RL
+1,476.5%
+105.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +0.5% | -4.2% | +4.7% | +1.8% |
| 30D | +15.8% | +4.3% | +11.5% | +14.4% |
| 3M | +0.6% | -4.6% | +5.2% | +1.9% |
| 6M | -4.0% | +1.7% | -5.7% | -5.2% |
| YTD | -0.3% | +7.3% | -7.7% | -3.5% |
| 1Y | -0.5% | +20.8% | -21.3% | -7.2% |
| 3Y | +39.6% | +247.0% | -207.4% | -8.7% |
| 5Y | +50.1% | +225.5% | -175.4% | -2.1% |
| 10Y | +163.9% | +363.0% | -199.1% | +41.9% |
| All | +1,581.8% | +1,476.5% | +105.3% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling