+377.4%
VT vs VMC
+410.7%
-33.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.4% | -4.3% | +4.8% | +2.0% |
| 30D | +1.0% | -8.2% | +9.2% | +3.9% |
| 3M | +2.4% | -7.0% | +9.4% | +4.5% |
| 6M | +12.0% | -10.8% | +22.8% | +15.7% |
| YTD | +15.3% | -7.4% | +22.7% | +17.0% |
| 1Y | +22.6% | -9.5% | +32.1% | +25.2% |
| 3Y | +74.7% | +20.5% | +54.2% | +59.0% |
| 5Y | +66.1% | +51.6% | +14.6% | +37.8% |
| 10Y | +225.0% | +150.0% | +75.0% | +109.2% |
| All | +377.4% | +410.7% | -33.3% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling