+152.5%
VMC vs VO
+193.0%
-40.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -2.5% |
| 7D | -5.3% | -0.6% | -4.7% | -4.8% |
| 30D | -12.3% | -1.9% | -10.3% | -10.5% |
| 3M | -10.3% | +3.3% | -13.5% | -12.9% |
| 6M | -8.6% | +9.7% | -18.2% | -16.2% |
| YTD | -11.9% | +12.6% | -24.5% | -21.3% |
| 1Y | -13.9% | +13.6% | -27.6% | -23.8% |
| 3Y | +18.2% | +56.8% | -38.7% | -23.6% |
| 5Y | +47.7% | +42.3% | +5.5% | +5.1% |
| 10Y | +152.5% | +199.2% | -46.7% | -21.1% |
| All | +152.5% | +193.0% | -40.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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