+223.0%
VT vs VMC
+149.2%
+73.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.4% | -4.3% | +4.8% | +1.8% |
| 30D | +1.0% | -8.2% | +9.2% | +3.6% |
| 3M | +2.4% | -7.0% | +9.4% | +4.2% |
| 6M | +12.0% | -10.8% | +22.8% | +15.3% |
| YTD | +15.3% | -7.4% | +22.7% | +16.8% |
| 1Y | +22.6% | -9.5% | +32.1% | +24.9% |
| 3Y | +74.7% | +20.5% | +54.2% | +60.4% |
| 5Y | +66.1% | +51.6% | +14.6% | +40.3% |
| All | +223.0% | +149.2% | +73.9% | +128.4% |
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