+200.5%
P vs VMC
+35.0%
+165.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.7% |
| 7D | +11.6% | -1.3% | +12.9% | +12.2% |
| 30D | -23.7% | +15.5% | -39.1% | -28.4% |
| 3M | -8.0% | +0.6% | -8.6% | -8.4% |
| 6M | +27.9% | +2.1% | +25.8% | +24.5% |
| YTD | +61.2% | -1.6% | +62.7% | +56.4% |
| 1Y | +28.6% | -1.2% | +29.8% | +24.3% |
| 3Y | +200.5% | +35.3% | +165.1% | +137.4% |
| All | +200.5% | +35.0% | +165.5% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling