+3.3%
RF vs VMC
-0.8%
+4.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.0% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | +5.0% | +14.7% | -9.7% | +1.2% |
| 3M | -10.0% | -0.3% | -9.7% | -10.5% |
| 6M | +3.3% | -1.7% | +5.0% | +3.2% |
| All | +3.3% | -0.8% | +4.1% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling