+3,716.0%
ALL vs VMC
+3,075.4%
+640.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.7% |
| 7D | 0.0% | -4.3% | +4.4% | +1.6% |
| 30D | -1.5% | -8.2% | +6.8% | +1.4% |
| 3M | +23.6% | -7.0% | +30.7% | +26.1% |
| 6M | +22.3% | -10.8% | +33.1% | +26.1% |
| YTD | +26.5% | -7.4% | +33.9% | +27.8% |
| 1Y | +27.0% | -9.5% | +36.5% | +29.2% |
| 3Y | +149.6% | +20.5% | +129.1% | +124.5% |
| 5Y | +118.1% | +51.6% | +66.5% | +77.6% |
| 10Y | +369.0% | +150.0% | +218.9% | +196.0% |
| All | +3,716.0% | +3,075.4% | +640.6% | +959.2% |
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 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