-70.8%
OPEN vs VMC
+134.3%
-205.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | -4.3% | -4.3% | +0.1% | +0.2% |
| 30D | -16.2% | -8.2% | -8.0% | -8.4% |
| 3M | -36.4% | -7.0% | -29.3% | -32.5% |
| 6M | -35.5% | -10.8% | -24.7% | -29.6% |
| YTD | -46.0% | -7.4% | -38.6% | -43.5% |
| 1Y | -47.1% | -9.5% | -37.7% | -42.9% |
| 3Y | -19.0% | +20.5% | -39.5% | -34.1% |
| 5Y | -83.6% | +51.6% | -135.1% | -88.7% |
| All | -70.8% | +134.3% | -205.1% | -81.5% |
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