+368.4%
ALL vs VMC
+136.9%
+231.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | -0.1% | +1.1% | -1.3% | -0.5% |
| 30D | +13.8% | +17.7% | -3.9% | +8.1% |
| 3M | -2.8% | +1.1% | -3.8% | -3.3% |
| 6M | +23.7% | +1.8% | +21.8% | +22.0% |
| YTD | +27.3% | +1.5% | +25.8% | +24.5% |
| 1Y | +30.5% | -1.1% | +31.7% | +28.7% |
| 3Y | +113.0% | +38.8% | +74.2% | +83.6% |
| 5Y | +157.6% | +49.6% | +108.0% | +112.5% |
| 10Y | +368.4% | +130.6% | +237.8% | +211.6% |
| All | +368.4% | +136.9% | +231.5% | +211.6% |
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 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