+3.6%
GOOG vs VMC
+3.7%
-0.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.6% |
| 7D | -10.7% | +12.3% | -23.1% | -12.3% |
| 30D | -16.4% | +21.2% | -37.7% | -19.4% |
| 3M | -23.4% | +4.6% | -28.0% | -23.5% |
| 6M | -24.2% | +3.9% | -28.1% | -24.7% |
| YTD | -8.3% | +5.0% | -13.2% | -11.5% |
| 1Y | +3.6% | +2.6% | +1.0% | +1.0% |
| All | +3.6% | +3.7% | -0.1% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling