+1,407.5%
RF vs VMC
+3,538.2%
-2,130.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +0.2% |
| 7D | -1.6% | +1.9% | -3.5% | -2.7% |
| 30D | +5.0% | +14.7% | -9.7% | -3.1% |
| 3M | -10.0% | -0.3% | -9.7% | -10.3% |
| 6M | +3.3% | -1.7% | +5.0% | +2.9% |
| YTD | +7.9% | +0.7% | +7.3% | +4.8% |
| 1Y | +21.2% | +0.9% | +20.3% | +17.4% |
| 3Y | +105.8% | +40.5% | +65.3% | +62.4% |
| 5Y | +43.7% | +51.5% | -7.8% | +6.9% |
| 10Y | +289.4% | +166.5% | +122.9% | +100.6% |
| All | +1,407.5% | +3,538.2% | -2,130.6% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling