-53.2%
TE vs VMC
+95.6%
-148.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -4.0% | -4.3% | +0.4% | -1.9% |
| 30D | -15.9% | -8.2% | -7.7% | -12.2% |
| 3M | -60.5% | -7.0% | -53.5% | -59.4% |
| 6M | -35.2% | -10.8% | -24.5% | -32.3% |
| YTD | -31.1% | -7.4% | -23.7% | -29.6% |
| 1Y | +148.6% | -9.5% | +158.1% | +156.0% |
| 3Y | -26.4% | +20.5% | -46.9% | -31.0% |
| 5Y | -48.0% | +51.6% | -99.6% | -54.1% |
| All | -53.2% | +95.6% | -148.8% | -59.4% |
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