+43.2%
TER vs VMC
+3.7%
+39.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.6% | -11.4% | -7.8% |
| 7D | -19.9% | +12.3% | -32.2% | -22.5% |
| 30D | -43.5% | +21.2% | -64.8% | -47.0% |
| 3M | -37.8% | +4.6% | -42.4% | -38.0% |
| 6M | -25.6% | +3.9% | -29.4% | -26.5% |
| YTD | +29.8% | +5.0% | +24.9% | +22.1% |
| 1Y | +43.2% | +2.6% | +40.6% | +37.3% |
| All | +43.2% | +3.7% | +39.5% | +37.3% |
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