+1,604.0%
T vs VMC
+3,567.9%
-1,963.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | +2.6% | +1.1% | +1.4% | +2.3% |
| 30D | -1.1% | +17.7% | -18.8% | -4.8% |
| 3M | -7.7% | +1.1% | -8.8% | -8.1% |
| 6M | -10.6% | +1.8% | -12.5% | -11.4% |
| YTD | -7.5% | +1.5% | -9.0% | -8.7% |
| 1Y | -7.4% | -1.1% | -6.3% | -8.1% |
| 3Y | +63.1% | +38.8% | +24.3% | +46.9% |
| 5Y | +55.2% | +49.6% | +5.6% | +35.3% |
| 10Y | +58.8% | +130.6% | -71.8% | +18.3% |
| All | +1,604.0% | +3,567.9% | -1,963.9% | +535.2% |
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