+97.5%
VMC vs SITM
+4,608.4%
-4,510.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +0.3% |
| 7D | -4.3% | +9.7% | -14.0% | -5.2% |
| 30D | -8.2% | +12.7% | -20.9% | -9.9% |
| 3M | -7.0% | -13.4% | +6.4% | -7.0% |
| 6M | -10.8% | +59.6% | -70.4% | -17.6% |
| YTD | -7.4% | +73.3% | -80.7% | -15.8% |
| 1Y | -9.5% | +165.5% | -175.0% | -22.4% |
| 3Y | +20.5% | +368.7% | -348.2% | -8.3% |
| 5Y | +51.6% | +172.5% | -120.9% | +14.8% |
| All | +97.5% | +4,608.4% | -4,510.8% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling