+214.8%
B vs VMC
+125.2%
+89.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -7.3% | -1.3% | -6.1% | -7.1% |
| 30D | -3.3% | +15.5% | -18.8% | -5.1% |
| 3M | -7.8% | +0.6% | -8.3% | -7.9% |
| 6M | -15.5% | +2.1% | -17.6% | -15.8% |
| YTD | -12.3% | -1.6% | -10.7% | -12.2% |
| 1Y | +5.4% | -1.2% | +6.5% | +5.4% |
| 3Y | +165.5% | +35.3% | +130.2% | +156.9% |
| 5Y | +107.0% | +43.6% | +63.4% | +97.9% |
| All | +214.8% | +125.2% | +89.6% | +185.2% |
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 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