+145.7%
VMC vs RSG
+428.9%
-283.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -9.7% | +4.0% | -13.6% | -11.8% |
| 3M | -9.6% | +7.4% | -17.0% | -13.6% |
| 6M | -4.8% | +0.1% | -4.9% | -5.6% |
| YTD | -10.9% | +6.0% | -16.9% | -14.8% |
| 1Y | -15.6% | -3.0% | -12.6% | -15.0% |
| 3Y | +19.3% | +56.5% | -37.2% | -13.8% |
| 5Y | +48.0% | +90.9% | -42.9% | -7.8% |
| All | +145.7% | +428.9% | -283.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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