-70.0%
U vs VMC
+43.6%
-113.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -2.4% |
| 7D | +32.3% | +0.3% | +32.0% | +30.9% |
| 30D | +9.7% | +18.6% | -8.9% | -7.3% |
| 3M | +19.6% | +2.0% | +17.6% | +15.4% |
| 6M | +82.6% | +2.6% | +80.0% | +72.0% |
| YTD | +16.4% | +2.3% | +14.2% | +7.2% |
| 1Y | +28.5% | +1.7% | +26.8% | +19.1% |
| 3Y | +103.8% | +41.7% | +62.1% | +16.6% |
| 5Y | -70.0% | +46.6% | -116.7% | -86.0% |
| All | -70.0% | +43.6% | -113.6% | -86.0% |
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