+227.6%
VMC vs TRU
+228.6%
-0.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -0.7% |
| 7D | -0.5% | -7.2% | +6.7% | +1.9% |
| 30D | -9.1% | -2.8% | -6.3% | -8.4% |
| 3M | -4.1% | +13.0% | -17.2% | -8.8% |
| 6M | -5.5% | +0.7% | -6.2% | -6.9% |
| YTD | -8.9% | -9.0% | +0.1% | -7.9% |
| 1Y | -12.9% | -16.3% | +3.4% | -9.8% |
| 3Y | +22.1% | -1.1% | +23.2% | +12.5% |
| 5Y | +52.7% | -36.0% | +88.7% | +65.5% |
| 10Y | +152.7% | +139.9% | +12.9% | +62.8% |
| All | +227.6% | +228.6% | -0.9% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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