+2,340.5%
EXC vs VMC
+3,246.6%
-906.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +0.3% | -4.3% | +4.6% | +1.2% |
| 30D | -3.7% | -8.2% | +4.5% | -2.0% |
| 3M | -1.3% | -7.0% | +5.8% | 0.0% |
| 6M | -9.7% | -10.8% | +1.1% | -8.0% |
| YTD | +2.9% | -7.4% | +10.3% | +3.8% |
| 1Y | +4.4% | -9.5% | +13.9% | +5.7% |
| 3Y | +22.2% | +20.5% | +1.7% | +15.1% |
| 5Y | +46.7% | +51.6% | -4.9% | +29.9% |
| 10Y | +155.3% | +150.0% | +5.3% | +95.7% |
| All | +2,340.5% | +3,246.6% | -906.1% | +1,063.6% |
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