+47.7%
VMC vs USFR
+20.4%
+27.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -12.3% | +0.3% | -12.5% | -12.0% |
| 3M | -10.3% | +1.0% | -11.2% | -9.3% |
| 6M | -8.6% | +1.9% | -10.5% | -6.7% |
| YTD | -11.9% | +2.7% | -14.5% | -9.4% |
| 1Y | -13.9% | +4.0% | -17.9% | -10.2% |
| 3Y | +18.2% | +14.0% | +4.1% | +33.6% |
| 5Y | +47.7% | +20.4% | +27.3% | +90.1% |
| All | +47.7% | +20.4% | +27.3% | +90.1% |
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