+125.7%
VMC vs RRC
+73.1%
+52.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.3% | +6.4% | -7.6% | -1.9% |
| 30D | +15.5% | +23.9% | -8.4% | +12.6% |
| 3M | +0.6% | +30.2% | -29.6% | -2.5% |
| 6M | +2.1% | +26.3% | -24.2% | -0.9% |
| YTD | -1.6% | +48.1% | -49.6% | -6.4% |
| 1Y | -1.2% | +37.7% | -38.8% | -5.4% |
| 3Y | +35.3% | +60.3% | -25.0% | +26.0% |
| 5Y | +43.6% | +135.3% | -91.7% | +25.7% |
| All | +125.7% | +73.1% | +52.6% | +97.3% |
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