+47.4%
TER vs VMC
-5.0%
+52.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +14.4% | -1.3% | +15.6% | +14.9% |
| 30D | -30.6% | +15.5% | -46.0% | -34.0% |
| 3M | -39.2% | +0.6% | -39.8% | -38.7% |
| 6M | -31.3% | +2.1% | -33.3% | -33.6% |
| YTD | +29.1% | -1.6% | +30.6% | +20.5% |
| 1Y | +47.4% | -1.2% | +48.6% | +38.1% |
| All | +47.4% | -5.0% | +52.4% | +38.1% |
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