+227.1%
LOW vs VMC
+154.4%
+72.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.6% | -3.7% | +1.1% | -0.9% |
| 30D | -11.1% | -12.8% | +1.6% | -5.4% |
| 3M | -8.5% | -7.9% | -0.6% | -5.1% |
| 6M | -20.8% | -7.5% | -13.3% | -18.0% |
| YTD | -17.2% | -11.6% | -5.6% | -12.8% |
| 1Y | -24.7% | -14.3% | -10.5% | -19.8% |
| 3Y | -9.7% | +18.5% | -28.2% | -18.2% |
| 5Y | +6.0% | +46.8% | -40.8% | -13.9% |
| All | +227.1% | +154.4% | +72.7% | +105.9% |
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