-15.6%
VMC vs SITM
+155.7%
-171.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.7% |
| 7D | -3.8% | +3.9% | -7.6% | -3.8% |
| 30D | -9.7% | -6.6% | -3.1% | -9.6% |
| 3M | -9.6% | -11.9% | +2.2% | -9.0% |
| 6M | -4.8% | +81.1% | -86.0% | -10.0% |
| YTD | -10.9% | +80.0% | -90.9% | -16.1% |
| 1Y | -15.6% | +145.8% | -161.4% | -23.1% |
| All | -15.6% | +155.7% | -171.3% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling