+67.1%
V vs VMC
+52.4%
+14.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | -1.1% | -0.5% | -0.5% | -0.9% |
| 30D | +1.9% | -9.1% | +11.0% | +5.6% |
| 3M | +15.5% | -4.1% | +19.7% | +16.7% |
| 6M | +16.6% | -5.5% | +22.1% | +18.1% |
| YTD | +5.7% | -8.9% | +14.7% | +7.3% |
| 1Y | +8.6% | -12.9% | +21.5% | +12.1% |
| 3Y | +52.5% | +22.1% | +30.4% | +30.8% |
| 5Y | +67.1% | +52.7% | +14.4% | +25.9% |
| All | +67.1% | +52.4% | +14.7% | +25.9% |
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