+589.4%
SE vs VMC
+135.5%
+453.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -6.1% | -4.3% | -1.8% | -4.3% |
| 30D | -2.5% | -8.2% | +5.8% | +1.3% |
| 3M | +21.7% | -7.0% | +28.8% | +25.1% |
| 6M | +27.0% | -10.8% | +37.8% | +32.4% |
| YTD | -12.1% | -7.4% | -4.7% | -10.5% |
| 1Y | -40.9% | -9.5% | -31.4% | -39.3% |
| 3Y | +191.0% | +20.5% | +170.5% | +157.9% |
| 5Y | -68.3% | +51.6% | -119.8% | -74.3% |
| All | +589.4% | +135.5% | +453.8% | +392.4% |
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