-87.9%
OPEN vs VMC
+156.8%
-244.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -6.3% |
| 7D | -24.7% | +1.1% | -25.9% | -24.9% |
| 30D | -41.0% | +17.7% | -58.7% | -49.7% |
| 3M | -62.4% | +1.1% | -63.4% | -62.5% |
| 6M | -73.9% | +1.8% | -75.7% | -74.7% |
| YTD | -77.5% | +1.5% | -79.0% | -78.5% |
| 1Y | -83.6% | -1.1% | -82.4% | -83.8% |
| 3Y | -37.0% | +38.8% | -75.8% | -55.6% |
| 5Y | -93.3% | +49.6% | -142.8% | -95.7% |
| All | -87.9% | +156.8% | -244.6% | -92.9% |
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