+502.9%
TEAM vs VMC
+146.8%
+356.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.9% |
| 7D | -4.7% | -5.3% | +0.7% | -2.9% |
| 30D | +17.0% | -12.3% | +29.3% | +22.3% |
| 3M | +85.9% | -10.3% | +96.2% | +92.5% |
| 6M | +116.7% | -8.6% | +125.2% | +121.3% |
| YTD | +9.6% | -11.9% | +21.5% | +12.3% |
| 1Y | -2.5% | -13.9% | +11.4% | +0.6% |
| 3Y | -14.0% | +18.2% | -32.1% | -21.4% |
| 5Y | -53.1% | +47.7% | -100.8% | -59.7% |
| 10Y | +502.9% | +152.5% | +350.4% | +330.8% |
| All | +502.9% | +146.8% | +356.2% | +330.8% |
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