+11,671.2%
COST vs VMC
+3,191.4%
+8,479.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -3.2% | -0.5% | -2.6% | -3.1% |
| 30D | -4.0% | -9.1% | +5.1% | -1.7% |
| 3M | -6.5% | -4.1% | -2.3% | -5.8% |
| 6M | -8.5% | -5.5% | -3.0% | -7.8% |
| YTD | +6.0% | -8.9% | +14.9% | +7.5% |
| 1Y | -5.8% | -12.9% | +7.1% | -3.6% |
| 3Y | +71.8% | +22.1% | +49.7% | +59.5% |
| 5Y | +106.2% | +52.7% | +53.5% | +79.4% |
| 10Y | +602.0% | +152.7% | +449.3% | +401.1% |
| All | +11,671.2% | +3,191.4% | +8,479.7% | +3,808.1% |
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