+348.0%
VT vs VMC
+455.2%
-107.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.7% |
| 7D | -4.2% | +1.9% | -6.0% | -4.8% |
| 30D | -5.8% | +14.7% | -20.5% | -10.4% |
| 3M | -5.2% | -0.3% | -5.0% | -5.5% |
| 6M | +0.1% | -1.7% | +1.8% | -0.1% |
| YTD | +8.2% | +0.7% | +7.6% | +6.4% |
| 1Y | +10.1% | +0.9% | +9.2% | +8.2% |
| 3Y | +69.7% | +40.5% | +29.2% | +46.3% |
| 5Y | +53.4% | +51.5% | +1.8% | +27.1% |
| 10Y | +219.2% | +166.5% | +52.7% | +101.1% |
| All | +348.0% | +455.2% | -107.2% | +89.2% |
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