+22.7%
C vs VMC
+1.5%
+21.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -5.4% | +18.6% | -24.0% | -10.3% |
| 3M | -9.2% | +2.0% | -11.2% | -9.9% |
| 6M | -1.8% | +2.6% | -4.4% | -3.3% |
| YTD | +6.7% | +2.3% | +4.4% | +0.1% |
| All | +22.7% | +1.5% | +21.1% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling