+143.6%
VMC vs RUN
+43.4%
+100.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -3.7% | -3.4% | -0.3% | -3.4% |
| 30D | -12.8% | -14.0% | +1.2% | -11.6% |
| 3M | -7.9% | -27.5% | +19.6% | -5.5% |
| 6M | -7.5% | -29.0% | +21.5% | -5.4% |
| YTD | -11.6% | -53.1% | +41.5% | -7.2% |
| 1Y | -14.3% | -46.7% | +32.5% | -11.7% |
| 3Y | +18.5% | -38.3% | +56.8% | +6.2% |
| 5Y | +46.8% | -80.7% | +127.4% | +42.8% |
| All | +143.6% | +43.4% | +100.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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