+48.4%
IR vs VMC
+52.7%
-4.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | -2.8% | -4.3% | +1.5% | +0.1% |
| 30D | -15.1% | -8.2% | -6.9% | -10.2% |
| 3M | +6.1% | -7.0% | +13.1% | +11.0% |
| 6M | -16.8% | -10.8% | -6.1% | -10.6% |
| YTD | -3.5% | -7.4% | +3.9% | +0.3% |
| 1Y | -3.5% | -9.5% | +6.0% | +1.8% |
| 3Y | +9.5% | +20.5% | -11.0% | -6.5% |
| All | +48.4% | +52.7% | -4.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling