+44.4%
VMC vs USFR
+21.4%
+23.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.7% | +0.1% | -1.7% | -1.6% |
| 30D | +15.3% | +0.4% | +14.9% | +15.6% |
| 3M | +0.3% | +1.0% | -0.7% | +1.1% |
| 6M | +0.9% | +2.0% | -1.2% | +2.8% |
| YTD | -1.0% | +3.4% | -4.5% | +2.2% |
| 1Y | -4.3% | +4.1% | -8.4% | -0.6% |
| 3Y | +35.3% | +14.4% | +20.9% | +51.7% |
| 5Y | +44.4% | +21.4% | +23.0% | +87.8% |
| All | +44.4% | +21.4% | +23.0% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling