+380.3%
NDAQ vs VMC
+146.8%
+233.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | 0.0% |
| 7D | -1.6% | -5.3% | +3.8% | -0.1% |
| 30D | -1.5% | -12.3% | +10.8% | +2.0% |
| 3M | +8.0% | -10.3% | +18.3% | +10.9% |
| 6M | +7.7% | -8.6% | +16.3% | +9.7% |
| YTD | -2.3% | -11.9% | +9.5% | -0.1% |
| 1Y | +0.6% | -13.9% | +14.5% | +3.4% |
| 3Y | +90.9% | +18.2% | +72.8% | +77.5% |
| 5Y | +52.5% | +47.7% | +4.7% | +32.0% |
| 10Y | +380.3% | +152.5% | +227.8% | +254.8% |
| All | +380.3% | +146.8% | +233.5% | +254.8% |
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