+119.1%
ALL vs VMC
+35.0%
+84.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | +5.0% | -1.3% | +6.3% | +5.2% |
| 30D | +13.3% | +15.5% | -2.1% | +10.9% |
| 3M | +3.2% | +0.6% | +2.6% | +3.0% |
| 6M | +25.3% | +2.1% | +23.3% | +24.5% |
| YTD | +30.5% | -1.6% | +32.0% | +28.9% |
| 1Y | +29.2% | -1.2% | +30.4% | +27.5% |
| 3Y | +119.1% | +35.3% | +83.8% | +102.2% |
| All | +119.1% | +35.0% | +84.1% | +102.2% |
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 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