+196.2%
W vs VMC
+429.7%
-233.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.8% |
| 7D | -3.6% | +0.5% | -4.1% | -3.7% |
| 30D | +7.0% | +15.8% | -8.8% | -2.9% |
| 3M | +7.4% | +0.6% | +6.8% | +7.1% |
| 6M | +69.3% | -4.0% | +73.3% | +75.3% |
| YTD | +11.3% | -0.3% | +11.6% | +10.6% |
| 1Y | +13.2% | -0.5% | +13.7% | +12.7% |
| 3Y | +142.0% | +39.6% | +102.5% | +96.1% |
| 5Y | -54.6% | +50.1% | -104.7% | -63.3% |
| 10Y | +243.7% | +163.9% | +79.8% | +102.1% |
| All | +196.2% | +429.7% | -233.5% | +24.7% |
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