+13,447.0%
GOOG vs VMC
+615.2%
+12,831.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -5.1% | -9.1% | +4.0% | -2.3% |
| 3M | -7.1% | -4.1% | -2.9% | -6.2% |
| 6M | +12.7% | -5.5% | +18.2% | +14.0% |
| YTD | +7.1% | -8.9% | +16.0% | +9.1% |
| 1Y | +43.6% | -12.9% | +56.5% | +48.2% |
| 3Y | +146.8% | +22.1% | +124.6% | +127.0% |
| 5Y | +133.7% | +52.7% | +81.0% | +99.9% |
| 10Y | +773.3% | +152.7% | +620.6% | +505.0% |
| All | +13,447.0% | +615.2% | +12,831.7% | +6,618.4% |
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