+14,227.5%
COST vs VMC
+3,457.0%
+10,770.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | +5.0% | -1.3% | +6.3% | +5.3% |
| 30D | +12.8% | +15.5% | -2.6% | +8.7% |
| 3M | +15.2% | +0.6% | +14.6% | +14.8% |
| 6M | +7.4% | +2.1% | +5.3% | +6.1% |
| YTD | +29.0% | -1.6% | +30.6% | +28.1% |
| 1Y | +20.3% | -1.2% | +21.5% | +19.2% |
| 3Y | +99.0% | +35.3% | +63.7% | +79.9% |
| 5Y | +125.7% | +43.6% | +82.1% | +99.3% |
| 10Y | +775.3% | +126.7% | +648.6% | +545.6% |
| All | +14,227.5% | +3,457.0% | +10,770.5% | +4,556.5% |
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