+28.6%
P vs VMC
-5.0%
+33.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | +11.6% | -1.3% | +12.9% | +11.6% |
| 30D | -23.7% | +15.5% | -39.1% | -23.7% |
| 3M | -8.0% | +0.6% | -8.6% | -7.2% |
| 6M | +27.9% | +2.1% | +25.8% | +27.4% |
| YTD | +61.2% | -1.6% | +62.7% | +54.9% |
| 1Y | +28.6% | -1.2% | +29.8% | +25.0% |
| All | +28.6% | -5.0% | +33.6% | +25.0% |
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