+54.3%
VMC vs FRSH
-72.0%
+126.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.0% |
| 7D | -0.5% | -10.1% | +9.6% | +0.9% |
| 30D | -9.1% | +2.2% | -11.3% | -9.5% |
| 3M | -4.1% | +28.6% | -32.7% | -7.7% |
| 6M | -5.5% | +40.2% | -45.7% | -10.6% |
| YTD | -8.9% | -1.2% | -7.7% | -9.8% |
| 1Y | -12.9% | -7.9% | -5.0% | -13.1% |
| 3Y | +22.1% | -44.7% | +66.9% | +28.1% |
| All | +54.3% | -72.0% | +126.3% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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