-45.4%
TE vs VMC
+48.3%
-93.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -0.1% |
| 7D | +15.0% | -5.3% | +20.3% | +20.4% |
| 30D | -7.5% | -12.3% | +4.7% | +4.1% |
| 3M | -42.0% | -10.3% | -31.7% | -37.3% |
| 6M | -31.4% | -8.6% | -22.9% | -28.0% |
| YTD | -26.5% | -11.9% | -14.6% | -21.5% |
| 1Y | +153.1% | -13.9% | +167.0% | +173.2% |
| 3Y | -20.7% | +18.2% | -38.8% | -34.6% |
| 5Y | -45.4% | +47.7% | -93.2% | -59.0% |
| All | -45.4% | +48.3% | -93.7% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling