+14.5%
NET vs VMC
+3.7%
+10.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -1.7% |
| 7D | -16.4% | +12.3% | -28.7% | -14.5% |
| 30D | -25.8% | +21.2% | -47.1% | -23.4% |
| 3M | -11.5% | +4.6% | -16.1% | -10.0% |
| 6M | +18.9% | +3.9% | +15.1% | +20.3% |
| YTD | +35.2% | +5.0% | +30.2% | +31.3% |
| 1Y | +14.5% | +2.6% | +11.8% | +12.6% |
| All | +14.5% | +3.7% | +10.8% | +12.6% |
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 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