+55.3%
O vs VMC
+146.8%
-91.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.4% |
| 7D | -2.3% | -5.3% | +3.1% | -0.5% |
| 30D | -2.4% | -12.3% | +9.8% | +1.6% |
| 3M | -0.6% | -10.3% | +9.7% | +2.5% |
| 6M | -5.0% | -8.6% | +3.6% | -2.9% |
| YTD | +10.4% | -11.9% | +22.3% | +13.5% |
| 1Y | +6.6% | -13.9% | +20.5% | +10.1% |
| 3Y | +28.4% | +18.2% | +10.2% | +15.6% |
| 5Y | +15.3% | +47.7% | -32.5% | -6.6% |
| 10Y | +55.3% | +152.5% | -97.2% | -5.8% |
| All | +55.3% | +146.8% | -91.4% | -5.8% |
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