+15.0%
PL vs VMC
-2.2%
+17.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +13.4% | -4.3% | +17.7% | +14.6% |
| 30D | -10.2% | +16.2% | -26.4% | -13.8% |
| 3M | -39.5% | -0.8% | -38.7% | -39.6% |
| 6M | -65.7% | +1.2% | -66.9% | -66.8% |
| YTD | -27.3% | +0.5% | -27.7% | -36.2% |
| 1Y | +15.0% | -2.9% | +17.9% | +9.1% |
| All | +15.0% | -2.2% | +17.2% | +9.1% |
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