+284.9%
IR vs VMC
+117.5%
+167.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.7% |
| 7D | +0.6% | -0.5% | +1.2% | +0.9% |
| 30D | -13.6% | -9.1% | -4.5% | -9.0% |
| 3M | +3.7% | -4.1% | +7.8% | +6.1% |
| 6M | -13.1% | -5.5% | -7.5% | -10.4% |
| YTD | -5.1% | -8.9% | +3.8% | -0.7% |
| 1Y | -6.5% | -12.9% | +6.5% | +0.3% |
| 3Y | +8.5% | +22.1% | -13.6% | -4.0% |
| 5Y | +43.3% | +52.7% | -9.4% | +11.8% |
| All | +284.9% | +117.5% | +167.4% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling