+5.1%
EXC vs VMC
-15.3%
+20.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | +0.3% | -5.3% | +5.7% | +0.9% |
| 30D | -0.9% | -12.3% | +11.4% | +0.6% |
| 3M | -2.7% | -10.3% | +7.6% | -1.4% |
| 6M | -9.4% | -8.6% | -0.8% | -8.5% |
| YTD | +3.0% | -11.9% | +14.9% | +5.0% |
| 1Y | +5.1% | -13.9% | +19.1% | +7.7% |
| All | +5.1% | -15.3% | +20.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling