+180.5%
PL vs VMC
-8.5%
+189.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -9.3% | -4.3% | -5.0% | -7.8% |
| 30D | -18.9% | -8.2% | -10.7% | -16.4% |
| 3M | -58.4% | -7.0% | -51.3% | -58.2% |
| 6M | -30.3% | -10.8% | -19.6% | -28.6% |
| YTD | -8.1% | -7.4% | -0.7% | -15.8% |
| 1Y | +180.5% | -9.5% | +190.0% | +169.7% |
| All | +180.5% | -8.5% | +189.0% | +169.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling