+43.8%
D vs VMC
+146.3%
-102.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +10.7% | +18.6% | -7.9% | +7.9% |
| 3M | +2.3% | +2.0% | +0.2% | +1.9% |
| 6M | +12.5% | +2.6% | +9.9% | +11.8% |
| YTD | +20.1% | +2.3% | +17.8% | +19.1% |
| 1Y | +15.6% | +1.7% | +13.9% | +14.6% |
| 3Y | +75.2% | +41.7% | +33.5% | +63.9% |
| 5Y | +14.6% | +46.6% | -32.0% | +5.5% |
| 10Y | +43.8% | +140.3% | -96.5% | +21.5% |
| All | +43.8% | +146.3% | -102.5% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling