+286.5%
C vs VMC
+149.2%
+137.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +1.3% | -9.1% | +10.4% | +6.2% |
| 3M | +3.1% | -4.1% | +7.3% | +4.5% |
| 6M | +29.6% | -5.5% | +35.2% | +32.1% |
| YTD | +19.0% | -8.9% | +27.9% | +22.6% |
| 1Y | +45.6% | -12.9% | +58.6% | +53.4% |
| 3Y | +269.3% | +22.1% | +247.1% | +219.1% |
| 5Y | +131.6% | +52.7% | +78.9% | +72.4% |
| 10Y | +286.5% | +152.7% | +133.8% | +120.8% |
| All | +286.5% | +149.2% | +137.3% | +120.8% |
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