-80.5%
TE vs VMC
+107.9%
-188.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.8% |
| 7D | -19.1% | -1.3% | -17.8% | -18.6% |
| 30D | -34.1% | +15.5% | -49.6% | -38.6% |
| 3M | -60.1% | +0.6% | -60.7% | -60.2% |
| 6M | -66.0% | +2.1% | -68.0% | -66.5% |
| YTD | -71.4% | -1.6% | -69.8% | -71.6% |
| 1Y | -45.3% | -1.2% | -44.1% | -45.9% |
| 3Y | +9.1% | +35.3% | -26.2% | -2.2% |
| 5Y | -82.6% | +43.6% | -126.2% | -85.0% |
| All | -80.5% | +107.9% | -188.5% | -83.6% |
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