+803.7%
B vs VMC
+3,246.6%
-2,442.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -1.6% | -4.3% | +2.7% | -1.0% |
| 30D | +9.4% | -8.2% | +17.7% | +10.7% |
| 3M | +5.0% | -7.0% | +12.0% | +5.9% |
| 6M | -3.5% | -10.8% | +7.2% | -2.1% |
| YTD | +4.5% | -7.4% | +11.8% | +5.4% |
| 1Y | +67.8% | -9.5% | +77.3% | +69.7% |
| 3Y | +196.7% | +20.5% | +176.2% | +187.9% |
| 5Y | +151.9% | +51.6% | +100.4% | +135.6% |
| 10Y | +202.2% | +150.0% | +52.1% | +155.9% |
| All | +803.7% | +3,246.6% | -2,442.9% | +615.5% |
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