+1,449.6%
NET vs VMC
+91.6%
+1,357.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -7.0% | -4.3% | -2.6% | -5.3% |
| 30D | -4.8% | -8.2% | +3.5% | -1.4% |
| 3M | +3.8% | -7.0% | +10.9% | +6.1% |
| 6M | +50.0% | -10.8% | +60.8% | +55.0% |
| YTD | +41.5% | -7.4% | +48.9% | +42.0% |
| 1Y | +32.8% | -9.5% | +42.3% | +34.7% |
| 3Y | +335.9% | +20.5% | +315.4% | +285.2% |
| 5Y | +113.8% | +51.6% | +62.3% | +73.9% |
| All | +1,449.6% | +91.6% | +1,357.9% | +1,357.3% |
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