+960.6%
VMC vs RSG
+2,005.0%
-1,044.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -9.1% | +3.3% | -12.4% | -10.2% |
| 3M | -4.1% | +8.5% | -12.6% | -7.1% |
| 6M | -5.5% | -3.5% | -2.0% | -4.7% |
| YTD | -8.9% | +5.5% | -14.4% | -11.2% |
| 1Y | -12.9% | -1.7% | -11.2% | -12.9% |
| 3Y | +22.1% | +56.9% | -34.8% | +2.2% |
| 5Y | +52.7% | +89.4% | -36.7% | +19.1% |
| 10Y | +152.7% | +412.5% | -259.8% | +41.1% |
| All | +960.6% | +2,005.0% | -1,044.4% | +309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling