+113.6%
C vs VMC
+42.8%
+70.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | +4.2% | -1.3% | +5.4% | +4.8% |
| 30D | +2.0% | +15.5% | -13.5% | -4.7% |
| 3M | -10.1% | +0.6% | -10.7% | -10.6% |
| 6M | +1.0% | +2.1% | -1.1% | -1.0% |
| YTD | +8.5% | -1.6% | +10.0% | +7.1% |
| 1Y | +25.7% | -1.2% | +26.9% | +23.8% |
| 3Y | +216.0% | +35.3% | +180.7% | +162.5% |
| All | +113.6% | +42.8% | +70.8% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling