+26.5%
NDAQ vs VMC
-2.2%
+28.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | 0.0% | -4.3% | +4.3% | +0.6% |
| 30D | +16.3% | +16.2% | +0.1% | +14.5% |
| 3M | +15.8% | -0.8% | +16.6% | +15.6% |
| 6M | +24.8% | +1.2% | +23.7% | +24.4% |
| YTD | +14.1% | +0.5% | +13.6% | +10.0% |
| 1Y | +26.5% | -2.9% | +29.4% | +23.8% |
| All | +26.5% | -2.2% | +28.7% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling