-68.0%
U vs VMC
+52.4%
-120.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +4.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.8% |
| 30D | -0.6% | -9.1% | +8.5% | +7.9% |
| 3M | +48.4% | -4.1% | +52.6% | +50.7% |
| 6M | +115.4% | -5.5% | +120.9% | +118.0% |
| YTD | -3.2% | -8.9% | +5.7% | +0.5% |
| 1Y | -6.0% | -12.9% | +6.9% | +1.4% |
| 3Y | +13.5% | +22.1% | -8.7% | -22.1% |
| 5Y | -68.0% | +52.7% | -120.7% | -83.1% |
| All | -68.0% | +52.4% | -120.4% | -83.1% |
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 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