+32.6%
NET vs VMC
+60.6%
-28.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -6.1% |
| 7D | -16.4% | +12.3% | -28.7% | -24.2% |
| 30D | -25.8% | +21.2% | -47.1% | -37.2% |
| 3M | -11.5% | +4.6% | -16.1% | -15.9% |
| 6M | +18.9% | +3.9% | +15.1% | +11.5% |
| YTD | +35.2% | +5.0% | +30.2% | +18.7% |
| 1Y | +14.5% | +2.6% | +11.8% | +2.8% |
| 3Y | +313.8% | +46.5% | +267.3% | +123.5% |
| 5Y | +32.6% | +59.7% | -27.1% | -40.0% |
| All | +32.6% | +60.6% | -28.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling