+52.7%
VMC vs S
-72.3%
+125.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.4% |
| 7D | -0.5% | -5.8% | +5.3% | +0.2% |
| 30D | -9.1% | -9.2% | +0.1% | -8.3% |
| 3M | -4.1% | +23.4% | -27.5% | -7.0% |
| 6M | -5.5% | +36.9% | -42.5% | -10.2% |
| YTD | -8.9% | +29.5% | -38.5% | -13.1% |
| 1Y | -12.9% | +5.4% | -18.4% | -14.9% |
| 3Y | +22.1% | +14.7% | +7.4% | +15.1% |
| 5Y | +52.7% | -71.5% | +124.2% | +55.5% |
| All | +52.7% | -72.3% | +125.0% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling