+153.7%
ALL vs VMC
+22.8%
+130.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -2.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -4.7% | -9.1% | +4.4% | -3.3% |
| 3M | +18.4% | -4.1% | +22.5% | +18.8% |
| 6M | +20.5% | -5.5% | +26.0% | +21.0% |
| YTD | +23.5% | -8.9% | +32.5% | +23.8% |
| 1Y | +29.0% | -12.9% | +41.9% | +30.6% |
| 3Y | +153.7% | +22.1% | +131.6% | +136.4% |
| All | +153.7% | +22.8% | +130.9% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling