+213.5%
TER vs VMC
-11.8%
+225.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.9% | +5.0% |
| 7D | +11.0% | -0.5% | +11.5% | +11.2% |
| 30D | -1.9% | -9.1% | +7.2% | +2.4% |
| 3M | -0.7% | -4.1% | +3.5% | -2.1% |
| 6M | +36.4% | -5.5% | +41.9% | +36.0% |
| YTD | +92.4% | -8.9% | +101.4% | +91.0% |
| 1Y | +213.5% | -12.9% | +226.5% | +224.7% |
| All | +213.5% | -11.8% | +225.4% | +224.7% |
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