-22.7%
U vs VMC
+120.5%
-143.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.6% |
| 7D | +2.6% | -1.3% | +3.8% | +3.4% |
| 30D | +27.6% | +15.5% | +12.1% | +13.7% |
| 3M | +15.3% | +0.6% | +14.7% | +13.3% |
| 6M | +96.4% | +2.1% | +94.3% | +88.1% |
| YTD | +19.6% | -1.6% | +21.1% | +16.0% |
| 1Y | +42.1% | -1.2% | +43.3% | +37.4% |
| 3Y | +87.5% | +35.3% | +52.2% | +35.7% |
| 5Y | -73.1% | +43.6% | -116.7% | -83.0% |
| All | -22.7% | +120.5% | -143.3% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling