+45.6%
C vs VMC
-11.8%
+57.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +1.3% | -9.1% | +10.4% | +4.2% |
| 3M | +3.1% | -4.1% | +7.3% | +3.8% |
| 6M | +29.6% | -5.5% | +35.2% | +30.6% |
| YTD | +19.0% | -8.9% | +27.9% | +17.9% |
| 1Y | +45.6% | -12.9% | +58.6% | +47.8% |
| All | +45.6% | -11.8% | +57.5% | +47.8% |
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 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