+13,507.3%
GOOGL vs VMC
+627.2%
+12,880.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.3% | -4.3% | +2.0% | -1.0% |
| 30D | -6.6% | -8.2% | +1.7% | -4.1% |
| 3M | -8.9% | -7.0% | -1.9% | -7.2% |
| 6M | +11.9% | -10.8% | +22.6% | +15.2% |
| YTD | +8.3% | -7.4% | +15.7% | +9.9% |
| 1Y | +46.2% | -9.5% | +55.7% | +49.1% |
| 3Y | +151.9% | +20.5% | +131.4% | +132.7% |
| 5Y | +137.7% | +51.6% | +86.1% | +103.8% |
| 10Y | +757.6% | +150.0% | +607.5% | +496.3% |
| All | +13,507.3% | +627.2% | +12,880.1% | +6,616.8% |
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