+133.8%
VMC vs RRC
+70.0%
+63.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.2% |
| 7D | +1.1% | -5.2% | +6.3% | +1.7% |
| 30D | +17.7% | +25.2% | -7.5% | +14.6% |
| 3M | +1.1% | +27.4% | -26.3% | -1.8% |
| 6M | +1.8% | +27.0% | -25.2% | -1.2% |
| YTD | +1.5% | +46.3% | -44.8% | -3.4% |
| 1Y | -1.1% | +37.1% | -38.3% | -5.3% |
| 3Y | +38.8% | +60.2% | -21.4% | +29.2% |
| 5Y | +49.6% | +136.6% | -87.1% | +30.9% |
| All | +133.8% | +70.0% | +63.8% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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