+697.6%
VMC vs VO
+833.6%
-136.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.4% |
| 7D | -4.3% | +0.2% | -4.5% | -4.5% |
| 30D | +16.2% | +2.0% | +14.2% | +13.9% |
| 3M | -0.8% | -0.3% | -0.5% | -0.4% |
| 6M | +1.2% | +7.3% | -6.1% | -5.9% |
| YTD | +0.5% | +15.0% | -14.5% | -13.1% |
| 1Y | -2.9% | +14.7% | -17.6% | -15.8% |
| 3Y | +37.3% | +67.3% | -29.9% | -20.8% |
| 5Y | +48.8% | +38.8% | +10.0% | +4.3% |
| 10Y | +131.4% | +201.6% | -70.2% | -31.6% |
| All | +697.6% | +833.6% | -136.0% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling