+2,593.6%
NDAQ vs VMC
+789.7%
+1,803.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.7% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +16.5% | +15.8% | +0.7% | +9.7% |
| 3M | +13.5% | +0.6% | +12.9% | +12.8% |
| 6M | +20.9% | -4.0% | +25.0% | +21.8% |
| YTD | +11.4% | -0.3% | +11.7% | +9.3% |
| 1Y | +25.9% | -0.5% | +26.4% | +23.6% |
| 3Y | +119.9% | +39.6% | +80.3% | +84.3% |
| 5Y | +61.7% | +50.1% | +11.7% | +29.3% |
| 10Y | +481.6% | +163.9% | +317.7% | +225.5% |
| All | +2,593.6% | +789.7% | +1,803.9% | +770.3% |
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