+99.1%
V vs VMC
+42.5%
+56.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +13.6% | +15.8% | -2.2% | +7.4% |
| 3M | +14.3% | +0.6% | +13.7% | +13.8% |
| 6M | +33.1% | -4.0% | +37.1% | +34.3% |
| YTD | +21.2% | -0.3% | +21.5% | +18.7% |
| 1Y | +26.4% | -0.5% | +26.9% | +23.8% |
| 3Y | +77.6% | +39.6% | +38.0% | +43.6% |
| All | +99.1% | +42.5% | +56.6% | +57.3% |
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