+21.7%
P vs VMC
-2.2%
+23.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.5% |
| 7D | -4.7% | -4.3% | -0.4% | -4.6% |
| 30D | -31.4% | +16.2% | -47.6% | -31.6% |
| 3M | -2.6% | -0.8% | -1.8% | -1.5% |
| 6M | +21.9% | +1.2% | +20.8% | +21.9% |
| YTD | +58.9% | +0.5% | +58.5% | +51.1% |
| 1Y | +21.7% | -2.9% | +24.6% | +17.9% |
| All | +21.7% | -2.2% | +23.9% | +17.9% |
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 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