+77.5%
O vs VMC
+126.5%
-49.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.4% | -1.7% | +1.3% | +0.2% |
| 30D | +8.3% | +15.3% | -7.0% | +3.1% |
| 3M | -4.0% | +0.3% | -4.3% | -4.3% |
| 6M | -2.6% | +0.9% | -3.5% | -3.6% |
| YTD | +9.9% | -1.0% | +10.9% | +8.6% |
| 1Y | +9.8% | -4.3% | +14.2% | +9.7% |
| 3Y | +39.7% | +35.3% | +4.4% | +19.6% |
| 5Y | +9.2% | +44.4% | -35.2% | -10.8% |
| All | +77.5% | +126.5% | -49.0% | +7.2% |
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