+469.1%
P vs VMC
+225.6%
+243.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | -23.8% | +0.5% | -24.3% | -24.1% |
| 30D | -36.6% | +15.8% | -52.4% | -41.4% |
| 3M | +10.9% | +0.6% | +10.3% | +9.6% |
| 6M | +30.0% | -4.0% | +34.0% | +30.1% |
| YTD | +44.4% | -0.3% | +44.7% | +40.1% |
| 1Y | +3.9% | -0.5% | +4.4% | +0.9% |
| 3Y | +176.6% | +39.6% | +137.0% | +124.7% |
| 5Y | +249.3% | +50.1% | +199.2% | +171.1% |
| 10Y | +726.9% | +163.9% | +563.0% | +366.5% |
| All | +469.1% | +225.6% | +243.5% | +205.7% |
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