+284.7%
P vs VMC
+42.8%
+241.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.6% |
| 7D | +11.6% | -1.3% | +12.9% | +12.4% |
| 30D | -23.7% | +15.5% | -39.1% | -29.9% |
| 3M | -8.0% | +0.6% | -8.6% | -9.0% |
| 6M | +27.9% | +2.1% | +25.8% | +23.4% |
| YTD | +61.2% | -1.6% | +62.7% | +55.9% |
| 1Y | +28.6% | -1.2% | +29.8% | +23.9% |
| 3Y | +200.5% | +35.3% | +165.1% | +129.2% |
| All | +284.7% | +42.8% | +241.9% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling