+547.6%
P vs VMC
+223.3%
+324.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +4.1% |
| 7D | +17.8% | -1.7% | +19.5% | +18.8% |
| 30D | -29.9% | +15.3% | -45.1% | -35.0% |
| 3M | -1.2% | +0.3% | -1.5% | -2.2% |
| 6M | +32.1% | +0.9% | +31.2% | +29.0% |
| YTD | +64.3% | -1.0% | +65.3% | +60.0% |
| 1Y | +24.3% | -4.3% | +28.6% | +23.1% |
| 3Y | +203.2% | +35.3% | +167.9% | +150.1% |
| 5Y | +290.4% | +44.4% | +246.0% | +208.6% |
| 10Y | +680.9% | +128.0% | +552.8% | +355.7% |
| All | +547.6% | +223.3% | +324.4% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling