+9,741.5%
TER vs VMC
+3,595.0%
+6,146.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.6% | +10.2% | +11.4% |
| 7D | -5.8% | +0.3% | -6.0% | -5.8% |
| 30D | -38.9% | +18.6% | -57.5% | -44.4% |
| 3M | -35.1% | +2.0% | -37.2% | -36.4% |
| 6M | -31.6% | +2.6% | -34.2% | -33.9% |
| YTD | +27.2% | +2.3% | +25.0% | +23.1% |
| 1Y | +35.2% | +1.7% | +33.5% | +31.3% |
| 3Y | +192.8% | +41.7% | +151.1% | +137.4% |
| 5Y | +72.4% | +46.6% | +25.8% | +37.8% |
| 10Y | +1,001.8% | +140.3% | +861.6% | +522.4% |
| All | +9,741.5% | +3,595.0% | +6,146.5% | +1,313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling