+5,387.7%
O vs VMC
+2,216.0%
+3,171.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -0.7% | -4.3% | +3.6% | +0.7% |
| 30D | -1.9% | -8.2% | +6.4% | +0.9% |
| 3M | +3.8% | -7.0% | +10.9% | +6.0% |
| 6M | -4.7% | -10.8% | +6.0% | -1.7% |
| YTD | +12.5% | -7.4% | +19.9% | +14.0% |
| 1Y | +10.8% | -9.5% | +20.3% | +12.9% |
| 3Y | +28.8% | +20.5% | +8.3% | +15.9% |
| 5Y | +13.2% | +51.6% | -38.4% | -8.0% |
| 10Y | +53.5% | +150.0% | -96.6% | -1.7% |
| All | +5,387.7% | +2,216.0% | +3,171.8% | +1,689.7% |
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