+995.4%
TER vs VMC
+125.2%
+870.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.1% |
| 7D | +14.4% | -1.3% | +15.6% | +15.2% |
| 30D | -30.6% | +15.5% | -46.0% | -35.8% |
| 3M | -39.2% | +0.6% | -39.8% | -39.8% |
| 6M | -31.3% | +2.1% | -33.3% | -33.4% |
| YTD | +29.1% | -1.6% | +30.6% | +27.4% |
| 1Y | +47.4% | -1.2% | +48.6% | +45.3% |
| 3Y | +191.2% | +35.3% | +155.9% | +142.7% |
| 5Y | +74.0% | +43.6% | +30.4% | +39.8% |
| All | +995.4% | +125.2% | +870.2% | +573.6% |
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