+485.4%
P vs VMC
+202.5%
+282.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +6.5% | -4.3% | +10.9% | +8.7% |
| 30D | +18.8% | -8.2% | +27.1% | +23.6% |
| 3M | +26.7% | -7.0% | +33.8% | +29.7% |
| 6M | +62.2% | -10.8% | +72.9% | +68.5% |
| YTD | +48.5% | -7.4% | +55.9% | +50.3% |
| 1Y | +26.4% | -9.5% | +35.9% | +29.1% |
| 3Y | +159.4% | +20.5% | +138.9% | +127.7% |
| 5Y | +275.8% | +51.6% | +224.2% | +192.2% |
| 10Y | +732.0% | +150.0% | +582.0% | +387.1% |
| All | +485.4% | +202.5% | +282.9% | +227.9% |
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 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