+62.5%
T vs VMC
+125.2%
-62.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | -3.8% | +15.5% | -19.2% | -6.5% |
| 3M | -8.7% | +0.6% | -9.3% | -9.0% |
| 6M | -8.1% | +2.1% | -10.2% | -8.8% |
| YTD | -6.4% | -1.6% | -4.9% | -7.0% |
| 1Y | -9.8% | -1.2% | -8.6% | -10.4% |
| 3Y | +65.5% | +35.3% | +30.2% | +50.9% |
| 5Y | +57.0% | +43.6% | +13.4% | +38.9% |
| All | +62.5% | +125.2% | -62.7% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling