-62.1%
W vs VMC
+52.4%
-114.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +2.5% |
| 7D | +6.5% | -0.5% | +7.0% | +7.0% |
| 30D | -6.2% | -9.1% | +2.9% | +5.0% |
| 3M | +48.9% | -4.1% | +53.0% | +56.9% |
| 6M | +31.2% | -5.5% | +36.7% | +39.2% |
| YTD | -0.4% | -8.9% | +8.5% | +6.2% |
| 1Y | +14.8% | -12.9% | +27.8% | +29.0% |
| 3Y | +40.5% | +22.1% | +18.4% | -5.2% |
| 5Y | -62.1% | +52.7% | -114.8% | -80.3% |
| All | -62.1% | +52.4% | -114.5% | -80.3% |
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