+635.3%
VMC vs VO
+827.2%
-191.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | -4.3% | -0.3% | -4.1% | -4.0% |
| 30D | -8.2% | -0.3% | -7.9% | -7.9% |
| 3M | -7.0% | +2.9% | -10.0% | -9.7% |
| 6M | -10.8% | +9.3% | -20.1% | -18.6% |
| YTD | -7.4% | +14.2% | -21.6% | -19.4% |
| 1Y | -9.5% | +15.3% | -24.7% | -22.0% |
| 3Y | +20.5% | +56.2% | -35.8% | -25.3% |
| 5Y | +51.6% | +42.4% | +9.1% | +3.4% |
| 10Y | +150.0% | +194.7% | -44.7% | -24.2% |
| All | +635.3% | +827.2% | -191.9% | -24.9% |
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