+3,306.4%
V vs VMC
+421.6%
+2,884.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +9.5% | +18.6% | -9.0% | +3.3% |
| 3M | +16.7% | +2.0% | +14.6% | +15.6% |
| 6M | +32.9% | +2.6% | +30.3% | +30.9% |
| YTD | +21.1% | +2.3% | +18.8% | +18.4% |
| 1Y | +26.6% | +1.7% | +25.0% | +24.0% |
| 3Y | +78.4% | +41.7% | +36.6% | +53.6% |
| 5Y | +105.5% | +46.6% | +58.8% | +73.1% |
| 10Y | +444.2% | +140.3% | +304.0% | +265.6% |
| All | +3,306.4% | +421.6% | +2,884.8% | +1,541.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling