+35,474.8%
LOW vs VMC
+3,246.6%
+32,228.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.9% |
| 7D | -1.7% | -4.3% | +2.6% | +0.1% |
| 30D | -7.0% | -8.2% | +1.2% | -3.6% |
| 3M | -0.9% | -7.0% | +6.2% | +2.2% |
| 6M | -20.1% | -10.8% | -9.3% | -16.2% |
| YTD | -13.9% | -7.4% | -6.5% | -11.4% |
| 1Y | -21.1% | -9.5% | -11.6% | -18.2% |
| 3Y | -6.6% | +20.5% | -27.1% | -15.4% |
| 5Y | +9.4% | +51.6% | -42.2% | -11.1% |
| 10Y | +220.5% | +150.0% | +70.5% | +97.7% |
| All | +35,474.8% | +3,246.6% | +32,228.2% | +6,826.4% |
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