-15.8%
F vs VMC
+46.0%
-61.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.0% |
| 7D | -3.9% | -1.7% | -2.2% | -2.9% |
| 30D | -0.5% | +15.3% | -15.7% | -8.4% |
| 3M | -12.9% | +0.3% | -13.2% | -13.2% |
| 6M | +1.5% | +0.9% | +0.7% | +0.1% |
| YTD | -5.0% | -1.0% | -4.0% | -6.6% |
| 1Y | -7.3% | -4.3% | -3.0% | -7.0% |
| 3Y | +45.3% | +35.3% | +9.9% | +10.1% |
| 5Y | -15.8% | +44.4% | -60.2% | -40.0% |
| All | -15.8% | +46.0% | -61.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling