+3,646.0%
ALL vs VMC
+3,318.3%
+327.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -1.9% | +0.5% | -2.5% | -2.1% |
| 30D | +13.8% | +15.8% | -2.0% | +7.9% |
| 3M | -7.0% | +0.6% | -7.6% | -7.4% |
| 6M | +18.0% | -4.0% | +22.1% | +18.7% |
| YTD | +24.2% | -0.3% | +24.5% | +22.0% |
| 1Y | +31.2% | -0.5% | +31.7% | +28.8% |
| 3Y | +107.5% | +39.6% | +68.0% | +77.0% |
| 5Y | +144.8% | +50.1% | +94.7% | +100.3% |
| 10Y | +375.8% | +163.9% | +211.8% | +195.1% |
| All | +3,646.0% | +3,318.3% | +327.7% | +911.4% |
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 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