+9,717.5%
TER vs VMC
+3,567.9%
+6,149.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -8.9% | +1.1% | -10.0% | -9.3% |
| 30D | -39.1% | +17.7% | -56.7% | -44.4% |
| 3M | -32.8% | +1.1% | -33.8% | -33.8% |
| 6M | -31.7% | +1.8% | -33.6% | -33.8% |
| YTD | +26.9% | +1.5% | +25.4% | +23.3% |
| 1Y | +33.6% | -1.1% | +34.7% | +31.7% |
| 3Y | +181.5% | +38.8% | +142.7% | +130.7% |
| 5Y | +76.1% | +49.6% | +26.6% | +39.4% |
| 10Y | +1,006.2% | +130.6% | +875.6% | +538.7% |
| All | +9,717.5% | +3,567.9% | +6,149.7% | +1,315.8% |
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