+580.0%
XYZ vs VMC
+149.2%
+430.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.2% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +1.4% | -9.1% | +10.5% | +7.5% |
| 3M | +14.6% | -4.1% | +18.7% | +17.1% |
| 6M | +20.8% | -5.5% | +26.3% | +24.1% |
| YTD | +23.1% | -8.9% | +32.0% | +27.8% |
| 1Y | +5.6% | -12.9% | +18.6% | +12.8% |
| 3Y | +50.9% | +22.1% | +28.8% | +29.4% |
| 5Y | -68.6% | +52.7% | -121.3% | -75.6% |
| 10Y | +580.0% | +152.7% | +427.2% | +303.2% |
| All | +580.0% | +149.2% | +430.8% | +303.2% |
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