+615.0%
F vs VMC
+3,246.6%
-2,631.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.0% |
| 7D | +5.3% | -4.3% | +9.7% | +7.4% |
| 30D | +4.6% | -8.2% | +12.8% | +8.8% |
| 3M | -3.7% | -7.0% | +3.4% | -0.9% |
| 6M | +16.8% | -10.8% | +27.6% | +22.4% |
| YTD | +15.3% | -7.4% | +22.7% | +18.1% |
| 1Y | +31.0% | -9.5% | +40.5% | +35.4% |
| 3Y | +45.4% | +20.5% | +25.0% | +29.4% |
| 5Y | +54.7% | +51.6% | +3.1% | +24.1% |
| 10Y | +98.2% | +150.0% | -51.8% | +18.0% |
| All | +615.0% | +3,246.6% | -2,631.6% | +62.0% |
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 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