+384.5%
VMC vs USFR
+27.5%
+356.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -8.2% | +0.3% | -8.5% | -8.4% |
| 3M | -7.0% | +1.0% | -8.0% | -7.4% |
| 6M | -10.8% | +1.9% | -12.7% | -11.5% |
| YTD | -7.4% | +2.6% | -10.0% | -8.4% |
| 1Y | -9.5% | +4.0% | -13.5% | -11.0% |
| 3Y | +20.5% | +14.1% | +6.4% | +13.8% |
| 5Y | +51.6% | +20.4% | +31.2% | +39.8% |
| 10Y | +150.0% | +28.0% | +122.0% | +125.9% |
| All | +384.5% | +27.5% | +356.9% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling