+719.1%
B vs VMC
+3,502.6%
-2,783.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +9.6% | +0.5% | +9.1% | +9.5% |
| 30D | +3.5% | +15.8% | -12.3% | +1.5% |
| 3M | -1.6% | +0.6% | -2.2% | -1.7% |
| 6M | -1.7% | -4.0% | +2.4% | -1.3% |
| YTD | -5.3% | -0.3% | -5.0% | -5.4% |
| 1Y | +27.2% | -0.5% | +27.7% | +27.1% |
| 3Y | +166.1% | +39.6% | +126.5% | +153.4% |
| 5Y | +136.5% | +50.1% | +86.4% | +121.3% |
| 10Y | +172.2% | +163.9% | +8.3% | +128.9% |
| All | +719.1% | +3,502.6% | -2,783.5% | +541.9% |
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