+90.1%
VMC vs SITM
+4,789.7%
-4,699.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.3% |
| 7D | -3.8% | +3.9% | -7.6% | -4.1% |
| 30D | -9.7% | -6.6% | -3.1% | -9.2% |
| 3M | -9.6% | -11.9% | +2.2% | -9.6% |
| 6M | -4.8% | +81.1% | -86.0% | -13.3% |
| YTD | -10.9% | +80.0% | -90.9% | -19.3% |
| 1Y | -15.6% | +145.8% | -161.4% | -26.9% |
| 3Y | +19.3% | +475.9% | -456.6% | -11.3% |
| 5Y | +48.0% | +189.2% | -141.2% | +11.4% |
| All | +90.1% | +4,789.7% | -4,699.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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