+2,371.3%
D vs VMC
+3,502.6%
-1,131.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +3.0% | +0.5% | +2.4% | +2.9% |
| 30D | +11.5% | +15.8% | -4.3% | +8.9% |
| 3M | +3.7% | +0.6% | +3.2% | +3.5% |
| 6M | +13.5% | -4.0% | +17.6% | +13.9% |
| YTD | +20.7% | -0.3% | +21.0% | +20.1% |
| 1Y | +18.2% | -0.5% | +18.7% | +17.6% |
| 3Y | +73.3% | +39.6% | +33.7% | +62.1% |
| 5Y | +12.3% | +50.1% | -37.8% | +2.8% |
| 10Y | +43.4% | +163.9% | -120.5% | +15.5% |
| All | +2,371.3% | +3,502.6% | -1,131.3% | +1,235.4% |
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