+34.7%
D vs VMC
+153.4%
-118.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.5% | -4.3% | +5.8% | +2.1% |
| 30D | -2.6% | -8.2% | +5.7% | -1.4% |
| 3M | 0.0% | -7.0% | +7.1% | +0.9% |
| 6M | +7.4% | -10.8% | +18.1% | +8.8% |
| YTD | +15.9% | -7.4% | +23.3% | +16.6% |
| 1Y | +18.1% | -9.5% | +27.6% | +19.2% |
| 3Y | +58.4% | +20.5% | +37.9% | +52.0% |
| 5Y | +5.2% | +51.6% | -46.4% | -3.3% |
| All | +34.7% | +153.4% | -118.7% | +14.0% |
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 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