+340.4%
RF vs VMC
+153.4%
+187.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +1.3% | -4.3% | +5.6% | +3.9% |
| 30D | -3.6% | -8.2% | +4.6% | +1.1% |
| 3M | +8.1% | -7.0% | +15.1% | +11.7% |
| 6M | +11.5% | -10.8% | +22.2% | +17.6% |
| YTD | +15.6% | -7.4% | +23.0% | +17.8% |
| 1Y | +15.7% | -9.5% | +25.2% | +19.3% |
| 3Y | +86.9% | +20.5% | +66.4% | +58.7% |
| 5Y | +89.8% | +51.6% | +38.3% | +37.1% |
| All | +340.4% | +153.4% | +187.0% | +138.3% |
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