+88.3%
RF vs VMC
+21.0%
+67.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.3% | -4.3% | +5.6% | +3.2% |
| 30D | -3.6% | -8.2% | +4.6% | -0.1% |
| 3M | +8.1% | -7.0% | +15.1% | +10.8% |
| 6M | +11.5% | -10.8% | +22.2% | +16.1% |
| YTD | +15.6% | -7.4% | +23.0% | +16.5% |
| 1Y | +15.7% | -9.5% | +25.2% | +17.8% |
| All | +88.3% | +21.0% | +67.3% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling