+5,286.6%
O vs VMC
+2,438.3%
+2,848.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.5% | +1.1% | +2.4% | +3.1% |
| 30D | +10.4% | +17.7% | -7.3% | +4.2% |
| 3M | -2.4% | +1.1% | -3.5% | -3.1% |
| 6M | -1.2% | +1.8% | -3.1% | -2.6% |
| YTD | +10.4% | +1.5% | +8.9% | +8.2% |
| 1Y | +11.4% | -1.1% | +12.6% | +10.1% |
| 3Y | +40.4% | +38.8% | +1.6% | +20.2% |
| 5Y | +12.1% | +49.6% | -37.4% | -8.2% |
| 10Y | +82.7% | +130.6% | -47.9% | +20.9% |
| All | +5,286.6% | +2,438.3% | +2,848.3% | +1,598.8% |
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 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