+22.1%
VMC vs VO
+57.7%
-35.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.1% |
| 7D | -0.5% | +0.6% | -1.2% | -1.2% |
| 30D | -9.1% | -1.1% | -8.0% | -8.1% |
| 3M | -4.1% | +4.5% | -8.7% | -8.1% |
| 6M | -5.5% | +11.1% | -16.6% | -14.5% |
| YTD | -8.9% | +13.5% | -22.5% | -19.2% |
| 1Y | -12.9% | +14.5% | -27.4% | -23.3% |
| 3Y | +22.1% | +58.1% | -36.0% | -18.7% |
| All | +22.1% | +57.7% | -35.6% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling