+262.0%
TER vs VMC
+25.7%
+236.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.0% |
| 7D | +0.6% | -4.3% | +4.9% | +3.2% |
| 30D | -8.3% | -8.2% | 0.0% | -3.9% |
| 3M | -12.2% | -7.0% | -5.2% | -10.2% |
| 6M | +17.1% | -10.8% | +27.8% | +23.2% |
| YTD | +84.7% | -7.4% | +92.1% | +88.3% |
| 1Y | +199.9% | -9.5% | +209.4% | +210.1% |
| All | +262.0% | +25.7% | +236.3% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling