+151.8%
TER vs VMC
+38.8%
+113.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -20.5% | +0.5% | -21.0% | -20.6% |
| 30D | -47.0% | +15.8% | -62.8% | -51.2% |
| 3M | -43.3% | +0.6% | -43.9% | -43.7% |
| 6M | -42.9% | -4.0% | -38.9% | -42.4% |
| YTD | +12.9% | -0.3% | +13.2% | +10.2% |
| 1Y | +18.2% | -0.5% | +18.7% | +15.7% |
| 3Y | +151.8% | +39.6% | +112.2% | +84.9% |
| All | +151.8% | +38.8% | +113.0% | +84.9% |
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