+488.5%
NDAQ vs VMC
+125.2%
+363.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.3% | -1.3% | +2.5% | +1.6% |
| 30D | +18.0% | +15.5% | +2.5% | +13.3% |
| 3M | +11.5% | +0.6% | +10.9% | +11.1% |
| 6M | +21.1% | +2.1% | +19.0% | +19.7% |
| YTD | +12.8% | -1.6% | +14.4% | +11.8% |
| 1Y | +25.7% | -1.2% | +26.9% | +24.4% |
| 3Y | +116.8% | +35.3% | +81.5% | +94.1% |
| 5Y | +67.3% | +43.6% | +23.7% | +45.0% |
| All | +488.5% | +125.2% | +363.2% | +337.8% |
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