+231.7%
RF vs VMC
+129.3%
+102.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | -1.3% | -4.3% | +3.0% | +1.2% |
| 30D | +4.6% | +16.2% | -11.6% | -4.4% |
| 3M | -8.4% | -0.8% | -7.6% | -8.5% |
| 6M | +8.9% | +1.2% | +7.7% | +6.6% |
| YTD | +8.8% | +0.5% | +8.4% | +5.4% |
| 1Y | +18.9% | -2.9% | +21.8% | +17.5% |
| 3Y | +116.0% | +37.3% | +78.6% | +69.2% |
| 5Y | +46.0% | +48.8% | -2.7% | +6.6% |
| 10Y | +231.7% | +131.4% | +100.3% | +79.6% |
| All | +231.7% | +129.3% | +102.5% | +79.6% |
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