+125.7%
VMC vs USFR
+28.6%
+97.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +15.5% | +0.4% | +15.1% | +15.1% |
| 3M | +0.6% | +1.1% | -0.5% | -0.4% |
| 6M | +2.1% | +2.0% | 0.0% | +0.1% |
| YTD | -1.6% | +3.5% | -5.0% | -4.8% |
| 1Y | -1.2% | +4.1% | -5.3% | -5.0% |
| 3Y | +35.3% | +14.4% | +21.0% | +17.7% |
| 5Y | +43.6% | +21.4% | +22.2% | +16.8% |
| All | +125.7% | +28.6% | +97.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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