-78.0%
SE vs VMC
+42.5%
-120.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | +2.0% | +0.5% | +1.5% | +1.7% |
| 30D | -20.0% | +15.8% | -35.8% | -28.1% |
| 3M | -31.8% | +0.6% | -32.3% | -32.3% |
| 6M | -15.9% | -4.0% | -11.8% | -14.8% |
| YTD | -40.6% | -0.3% | -40.3% | -42.9% |
| 1Y | -50.7% | -0.5% | -50.2% | -52.7% |
| 3Y | +70.3% | +39.6% | +30.7% | +8.6% |
| All | -78.0% | +42.5% | -120.5% | -87.6% |
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