+216.9%
B vs VMC
+126.5%
+90.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | -6.2% | -1.7% | -4.5% | -6.0% |
| 30D | -6.6% | +15.3% | -21.9% | -8.3% |
| 3M | -7.9% | +0.3% | -8.2% | -7.9% |
| 6M | -16.8% | +0.9% | -17.7% | -17.0% |
| YTD | -11.7% | -1.0% | -10.7% | -11.7% |
| 1Y | +3.5% | -4.3% | +7.8% | +3.8% |
| 3Y | +165.7% | +35.3% | +130.4% | +157.1% |
| 5Y | +108.4% | +44.4% | +64.0% | +99.0% |
| All | +216.9% | +126.5% | +90.5% | +186.8% |
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