+143.8%
GOOGL vs VMC
+17.4%
+126.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.2% |
| 7D | -1.9% | -5.3% | +3.5% | -0.2% |
| 30D | -7.5% | -12.3% | +4.8% | -3.6% |
| 3M | -9.2% | -10.3% | +1.1% | -6.5% |
| 6M | +8.1% | -8.6% | +16.6% | +10.4% |
| YTD | +5.8% | -11.9% | +17.7% | +8.5% |
| 1Y | +38.3% | -13.9% | +52.3% | +42.7% |
| All | +143.8% | +17.4% | +126.4% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling