-54.2%
W vs VMC
+42.5%
-96.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.3% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | +7.0% | +15.8% | -8.8% | -10.6% |
| 3M | +7.4% | +0.6% | +6.8% | +6.3% |
| 6M | +69.3% | -4.0% | +73.3% | +77.9% |
| YTD | +11.3% | -0.3% | +11.6% | +6.0% |
| 1Y | +13.2% | -0.5% | +13.7% | +7.8% |
| 3Y | +142.0% | +39.6% | +102.5% | +32.2% |
| All | -54.2% | +42.5% | -96.7% | -78.6% |
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