+17.5%
P vs VMC
+3.7%
+13.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.6% | -9.6% | -4.8% |
| 7D | -19.4% | +12.3% | -31.7% | -19.2% |
| 30D | -22.3% | +21.2% | -43.5% | -22.5% |
| 3M | +33.2% | +4.6% | +28.6% | +34.4% |
| 6M | +53.6% | +3.9% | +49.8% | +53.9% |
| YTD | +66.8% | +5.0% | +61.8% | +60.3% |
| 1Y | +17.5% | +2.6% | +14.9% | +14.4% |
| All | +17.5% | +3.7% | +13.8% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling