+5,289.3%
O vs VMC
+2,412.3%
+2,877.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.6% | -4.3% | +4.9% | +2.1% |
| 30D | +9.4% | +16.2% | -6.8% | +3.7% |
| 3M | -2.4% | -0.8% | -1.6% | -2.4% |
| 6M | -1.9% | +1.2% | -3.0% | -3.0% |
| YTD | +10.5% | +0.5% | +10.0% | +8.6% |
| 1Y | +10.0% | -2.9% | +12.9% | +9.3% |
| 3Y | +40.5% | +37.3% | +3.1% | +20.7% |
| 5Y | +10.2% | +48.8% | -38.6% | -9.6% |
| 10Y | +82.5% | +131.4% | -49.0% | +20.6% |
| All | +5,289.3% | +2,412.3% | +2,877.0% | +1,605.6% |
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