+718.4%
VTV vs VMC
+614.2%
+104.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +0.1% | -9.1% | +9.2% | +3.3% |
| 3M | +6.2% | -4.1% | +10.4% | +7.2% |
| 6M | +13.5% | -5.5% | +19.0% | +14.8% |
| YTD | +18.9% | -8.9% | +27.8% | +21.2% |
| 1Y | +25.8% | -12.9% | +38.7% | +30.1% |
| 3Y | +68.7% | +22.1% | +46.6% | +53.3% |
| 5Y | +80.3% | +52.7% | +27.6% | +49.6% |
| 10Y | +226.3% | +152.7% | +73.6% | +113.3% |
| All | +718.4% | +614.2% | +104.2% | +213.6% |
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