+11.7%
PL vs VMC
-4.3%
+16.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.7% |
| 7D | +22.3% | -1.7% | +23.9% | +22.8% |
| 30D | -8.3% | +15.3% | -23.6% | -11.9% |
| 3M | -43.3% | +0.3% | -43.6% | -43.4% |
| 6M | -65.8% | +0.9% | -66.7% | -67.0% |
| YTD | -29.5% | -1.0% | -28.5% | -37.9% |
| 1Y | +11.7% | -4.3% | +16.1% | +5.8% |
| All | +11.7% | -4.3% | +16.0% | +5.8% |
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 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