+53.9%
F vs VMC
+52.7%
+1.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +0.9% |
| 7D | +5.3% | -4.3% | +9.7% | +7.9% |
| 30D | +4.6% | -8.2% | +12.8% | +9.8% |
| 3M | -3.7% | -7.0% | +3.4% | -0.3% |
| 6M | +16.8% | -10.8% | +27.6% | +23.6% |
| YTD | +15.3% | -7.4% | +22.7% | +18.0% |
| 1Y | +31.0% | -9.5% | +40.5% | +35.6% |
| 3Y | +45.4% | +20.5% | +25.0% | +19.8% |
| All | +53.9% | +52.7% | +1.3% | +10.1% |
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