+70.3%
SE vs VMC
+38.8%
+31.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -20.0% | +15.8% | -35.8% | -23.9% |
| 3M | -31.8% | +0.6% | -32.3% | -31.9% |
| 6M | -15.9% | -4.0% | -11.8% | -15.2% |
| YTD | -40.6% | -0.3% | -40.3% | -41.7% |
| 1Y | -50.7% | -0.5% | -50.2% | -51.6% |
| 3Y | +70.3% | +39.6% | +30.7% | +118.1% |
| All | +70.3% | +38.8% | +31.5% | +118.1% |
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