+199.9%
TER vs VMC
-8.5%
+208.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.1% |
| 7D | +0.6% | -4.3% | +4.9% | +2.7% |
| 30D | -8.3% | -8.2% | 0.0% | -4.7% |
| 3M | -12.2% | -7.0% | -5.2% | -11.0% |
| 6M | +17.1% | -10.8% | +27.8% | +21.8% |
| YTD | +84.7% | -7.4% | +92.1% | +82.3% |
| 1Y | +199.9% | -9.5% | +209.4% | +203.9% |
| All | +199.9% | -8.5% | +208.4% | +203.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling