+625.2%
TEAM vs VMC
+213.9%
+411.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -16.9% | -1.7% | -15.2% | -16.4% |
| 30D | -26.8% | +15.3% | -42.1% | -30.6% |
| 3M | -1.9% | +0.3% | -2.2% | -2.5% |
| 6M | +79.2% | +0.9% | +78.3% | +77.3% |
| YTD | -6.1% | -1.0% | -5.1% | -8.0% |
| 1Y | -2.1% | -4.3% | +2.3% | -2.9% |
| 3Y | -13.6% | +35.3% | -48.9% | -25.3% |
| 5Y | -65.8% | +44.4% | -110.2% | -71.3% |
| 10Y | +454.0% | +128.0% | +326.0% | +301.2% |
| All | +625.2% | +213.9% | +411.3% | +326.5% |
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