+219.1%
TER vs VMC
+52.4%
+166.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.9% | +5.3% |
| 7D | +11.0% | -0.5% | +11.5% | +11.3% |
| 30D | -1.9% | -9.1% | +7.2% | +4.3% |
| 3M | -0.7% | -4.1% | +3.5% | -0.1% |
| 6M | +36.4% | -5.5% | +41.9% | +38.6% |
| YTD | +92.4% | -8.9% | +101.4% | +99.6% |
| 1Y | +213.5% | -12.9% | +226.5% | +235.7% |
| 3Y | +277.2% | +22.1% | +255.1% | +204.1% |
| 5Y | +219.1% | +52.7% | +166.4% | +113.4% |
| All | +219.1% | +52.4% | +166.7% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling