+1,381.0%
NET vs VMC
+117.2%
+1,263.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -4.4% |
| 7D | -16.4% | +12.3% | -28.7% | -20.5% |
| 30D | -25.8% | +21.2% | -47.1% | -31.9% |
| 3M | -11.5% | +4.6% | -16.1% | -13.8% |
| 6M | +18.9% | +3.9% | +15.1% | +15.4% |
| YTD | +35.2% | +5.0% | +30.2% | +28.0% |
| 1Y | +14.5% | +2.6% | +11.8% | +9.6% |
| 3Y | +313.8% | +46.5% | +267.3% | +234.4% |
| 5Y | +32.6% | +59.7% | -27.1% | +1.8% |
| All | +1,381.0% | +117.2% | +1,263.8% | +1,213.6% |
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