+464.6%
VRTX vs VMC
+155.1%
+309.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.7% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +6.6% | -9.1% | +15.7% | +9.3% |
| 3M | +19.4% | -4.1% | +23.5% | +20.5% |
| 6M | +15.8% | -5.5% | +21.3% | +17.0% |
| YTD | +16.7% | -8.9% | +25.6% | +18.8% |
| 1Y | +33.8% | -12.9% | +46.8% | +37.8% |
| 3Y | +54.2% | +22.1% | +32.0% | +43.8% |
| 5Y | +176.4% | +52.7% | +123.7% | +139.7% |
| All | +464.6% | +155.1% | +309.5% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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