+81.0%
F vs VMC
+146.3%
-65.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.6% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | +2.9% | +18.6% | -15.7% | -5.4% |
| 3M | -9.5% | +2.0% | -11.5% | -10.5% |
| 6M | +4.0% | +2.6% | +1.4% | +2.0% |
| YTD | -1.3% | +2.3% | -3.5% | -3.7% |
| 1Y | -1.9% | +1.7% | -3.6% | -4.2% |
| 3Y | +53.5% | +41.7% | +11.8% | +24.7% |
| 5Y | -15.1% | +46.6% | -61.8% | -33.0% |
| 10Y | +81.0% | +140.3% | -59.3% | +10.7% |
| All | +81.0% | +146.3% | -65.3% | +10.7% |
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 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