+29.2%
ALL vs VMC
-15.3%
+44.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | -2.2% | -5.3% | +3.1% | -2.0% |
| 30D | -5.6% | -12.3% | +6.7% | -5.0% |
| 3M | +17.2% | -10.3% | +27.5% | +17.8% |
| 6M | +23.2% | -8.6% | +31.8% | +23.6% |
| YTD | +23.6% | -11.9% | +35.5% | +20.3% |
| 1Y | +29.2% | -13.9% | +43.1% | +27.9% |
| All | +29.2% | -15.3% | +44.5% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling