+748.4%
ASX vs VMC
+159.8%
+588.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.8% |
| 7D | -19.9% | +0.5% | -20.4% | -19.9% |
| 30D | -30.9% | +15.8% | -46.7% | -34.6% |
| 3M | -15.1% | +0.6% | -15.7% | -15.5% |
| 6M | -6.5% | -4.0% | -2.4% | -5.8% |
| YTD | +98.4% | -0.3% | +98.7% | +96.2% |
| 1Y | +107.9% | -0.5% | +108.4% | +105.6% |
| 3Y | +325.3% | +39.6% | +285.7% | +267.3% |
| 5Y | +447.3% | +50.1% | +397.2% | +355.8% |
| All | +748.4% | +159.8% | +588.6% | +486.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling