+638.0%
XYZ vs VMC
+145.8%
+492.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.1% |
| 7D | +14.9% | +0.1% | +14.8% | +15.2% |
| 30D | +14.7% | +18.3% | -3.7% | +3.3% |
| 3M | +12.1% | +1.9% | +10.2% | +10.9% |
| 6M | +18.3% | +2.4% | +15.9% | +16.0% |
| YTD | +36.1% | +2.1% | +34.0% | +31.7% |
| 1Y | +35.3% | +1.5% | +33.8% | +31.6% |
| 3Y | +73.5% | +41.5% | +32.0% | +34.6% |
| 5Y | -61.6% | +46.4% | -108.0% | -70.5% |
| 10Y | +638.0% | +139.8% | +498.2% | +302.7% |
| All | +638.0% | +145.8% | +492.2% | +302.7% |
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 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