+152.7%
VMC vs TAP
-52.1%
+204.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.4% |
| 7D | -0.5% | -2.3% | +1.8% | +0.2% |
| 30D | -9.1% | -9.4% | +0.3% | -6.4% |
| 3M | -4.1% | -0.8% | -3.3% | -4.1% |
| 6M | -5.5% | -14.7% | +9.2% | -1.4% |
| YTD | -8.9% | -13.9% | +5.0% | -5.4% |
| 1Y | -12.9% | -18.6% | +5.7% | -8.3% |
| 3Y | +22.1% | -32.0% | +54.2% | +33.9% |
| 5Y | +52.7% | -1.0% | +53.7% | +44.7% |
| 10Y | +152.7% | -51.4% | +204.1% | +146.9% |
| All | +152.7% | -52.1% | +204.8% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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