+998.2%
C vs VMC
+3,502.6%
-2,504.4%
-98.0%
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% | +1.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.7% |
| 30D | -6.0% | +15.8% | -21.8% | -13.8% |
| 3M | -10.5% | +0.6% | -11.1% | -11.4% |
| 6M | -5.7% | -4.0% | -1.7% | -4.8% |
| YTD | +4.1% | -0.3% | +4.4% | +1.9% |
| 1Y | +20.5% | -0.5% | +21.0% | +17.9% |
| 3Y | +208.1% | +39.6% | +168.6% | +142.8% |
| 5Y | +110.4% | +50.1% | +60.4% | +54.3% |
| 10Y | +234.6% | +163.9% | +70.7% | +62.3% |
| All | +998.2% | +3,502.6% | -2,504.4% | +61.0% |
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