+43.6%
VMC vs S
-71.1%
+114.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.3% | +2.0% | -3.2% | -1.5% |
| 30D | +15.5% | -2.7% | +18.2% | +15.5% |
| 3M | +0.6% | -6.9% | +7.5% | +0.8% |
| 6M | +2.1% | +38.1% | -36.0% | -3.2% |
| YTD | -1.6% | +48.0% | -49.6% | -8.2% |
| 1Y | -1.2% | +34.5% | -35.6% | -6.8% |
| 3Y | +35.3% | +38.3% | -3.0% | +23.8% |
| All | +43.6% | -71.1% | +114.7% | +48.9% |
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