+365.7%
SE vs VMC
+153.6%
+212.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -20.0% | +15.8% | -35.8% | -25.1% |
| 3M | -31.8% | +0.6% | -32.3% | -32.1% |
| 6M | -15.9% | -4.0% | -11.8% | -15.1% |
| YTD | -40.6% | -0.3% | -40.3% | -41.6% |
| 1Y | -50.7% | -0.5% | -50.2% | -51.5% |
| 3Y | +70.3% | +39.6% | +30.7% | +41.0% |
| 5Y | -78.8% | +50.1% | -128.9% | -83.0% |
| All | +365.7% | +153.6% | +212.2% | +221.4% |
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