+64.3%
T vs VMC
+153.7%
-89.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.1% |
| 7D | -3.1% | -5.3% | +2.2% | -2.1% |
| 30D | +4.6% | -12.3% | +16.8% | +7.2% |
| 3M | +12.2% | -10.3% | +22.5% | +14.4% |
| 6M | -6.5% | -8.6% | +2.1% | -5.2% |
| YTD | +4.9% | -11.9% | +16.8% | +6.7% |
| 1Y | -10.5% | -13.9% | +3.4% | -8.6% |
| 3Y | +104.6% | +18.2% | +86.4% | +92.0% |
| 5Y | +64.2% | +47.7% | +16.5% | +43.9% |
| All | +64.3% | +153.7% | -89.4% | +24.7% |
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