-15.8%
F vs VMC
+42.5%
-58.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +1.6% | +0.5% | +1.0% | +1.2% |
| 30D | +2.6% | +15.8% | -13.2% | -5.9% |
| 3M | -8.8% | +0.6% | -9.4% | -9.3% |
| 6M | +4.6% | -4.0% | +8.7% | +6.2% |
| YTD | -1.9% | -0.3% | -1.6% | -3.9% |
| 1Y | -0.8% | -0.5% | -0.2% | -2.8% |
| 3Y | +43.5% | +39.6% | +3.9% | +6.3% |
| All | -15.8% | +42.5% | -58.3% | -39.6% |
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 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