-68.1%
SE vs VMC
+52.7%
-120.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.5% |
| 7D | -6.1% | -4.3% | -1.8% | -3.3% |
| 30D | -2.5% | -8.2% | +5.8% | +3.5% |
| 3M | +21.7% | -7.0% | +28.8% | +26.6% |
| 6M | +27.0% | -10.8% | +37.8% | +35.0% |
| YTD | -12.1% | -7.4% | -4.7% | -10.6% |
| 1Y | -40.9% | -9.5% | -31.4% | -39.2% |
| 3Y | +191.0% | +20.5% | +170.5% | +119.4% |
| All | -68.1% | +52.7% | -120.7% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling