+210.1%
W vs VMC
+125.2%
+84.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.8% |
| 7D | +0.2% | -1.3% | +1.4% | +1.2% |
| 30D | +6.8% | +15.5% | -8.6% | -3.5% |
| 3M | +10.7% | +0.6% | +10.1% | +10.4% |
| 6M | +86.3% | +2.1% | +84.3% | +85.2% |
| YTD | +11.5% | -1.6% | +13.0% | +11.7% |
| 1Y | +5.1% | -1.2% | +6.3% | +4.9% |
| 3Y | +171.0% | +35.3% | +135.7% | +120.0% |
| 5Y | -56.6% | +43.6% | -100.2% | -65.0% |
| All | +210.1% | +125.2% | +84.9% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling