+46.8%
IR vs VMC
+43.6%
+3.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.0% |
| 7D | +5.0% | +0.3% | +4.7% | +4.7% |
| 30D | +10.3% | +18.6% | -8.2% | -2.0% |
| 3M | -0.1% | +2.0% | -2.1% | -1.9% |
| 6M | +14.8% | +2.6% | +12.2% | +11.9% |
| YTD | +9.7% | +2.3% | +7.5% | +6.4% |
| 1Y | +12.2% | +1.7% | +10.5% | +9.2% |
| 3Y | +30.0% | +41.7% | -11.7% | -1.7% |
| 5Y | +46.8% | +46.6% | +0.2% | +1.6% |
| All | +46.8% | +43.6% | +3.2% | +1.6% |
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 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