+14,183.4%
TER vs VMC
+3,246.6%
+10,936.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.0% |
| 7D | +0.6% | -4.3% | +4.9% | +3.0% |
| 30D | -8.3% | -8.2% | 0.0% | -4.2% |
| 3M | -12.2% | -7.0% | -5.2% | -10.1% |
| 6M | +17.1% | -10.8% | +27.8% | +23.0% |
| YTD | +84.7% | -7.4% | +92.1% | +89.7% |
| 1Y | +199.9% | -9.5% | +209.4% | +211.7% |
| 3Y | +232.8% | +20.5% | +212.3% | +195.4% |
| 5Y | +198.6% | +51.6% | +147.0% | +136.3% |
| 10Y | +1,669.7% | +150.0% | +1,519.7% | +880.3% |
| All | +14,183.4% | +3,246.6% | +10,936.8% | +2,078.1% |
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