+1,007.5%
ASX vs VMC
+129.3%
+878.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +7.0% |
| 7D | +0.8% | -4.3% | +5.1% | +2.9% |
| 30D | -20.4% | +16.2% | -36.6% | -24.9% |
| 3M | -2.1% | -0.8% | -1.3% | -2.1% |
| 6M | +8.2% | +1.2% | +7.1% | +6.9% |
| YTD | +137.3% | +0.5% | +136.8% | +133.9% |
| 1Y | +155.0% | -2.9% | +157.9% | +154.7% |
| 3Y | +397.9% | +37.3% | +360.6% | +331.2% |
| 5Y | +529.2% | +48.8% | +480.5% | +422.7% |
| 10Y | +1,007.5% | +131.4% | +876.1% | +651.0% |
| All | +1,007.5% | +129.3% | +878.3% | +651.0% |
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