+82.3%
PL vs VMC
+52.7%
+29.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.0% |
| 7D | -9.3% | -4.3% | -5.0% | -6.1% |
| 30D | -18.9% | -8.2% | -10.7% | -13.5% |
| 3M | -58.4% | -7.0% | -51.3% | -57.2% |
| 6M | -30.3% | -10.8% | -19.6% | -26.3% |
| YTD | -8.1% | -7.4% | -0.7% | -7.5% |
| 1Y | +180.5% | -9.5% | +190.0% | +190.4% |
| 3Y | +444.1% | +20.5% | +423.7% | +351.0% |
| All | +82.3% | +52.7% | +29.6% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling