+44.1%
PL vs VMC
+69.7%
-25.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +5.6% | +1.1% | +4.5% | +4.8% |
| 30D | -16.9% | +17.7% | -34.6% | -26.6% |
| 3M | -38.2% | +1.1% | -39.3% | -39.1% |
| 6M | -63.4% | +1.8% | -65.3% | -65.0% |
| YTD | -27.6% | +1.5% | -29.1% | -32.2% |
| 1Y | +6.6% | -1.1% | +7.7% | +2.6% |
| 3Y | +557.6% | +38.8% | +518.8% | +400.6% |
| 5Y | +39.5% | +49.6% | -10.1% | -4.7% |
| All | +44.1% | +69.7% | -25.5% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling