+20.5%
XYZ vs VMC
+0.2%
+20.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +12.1% | +0.5% | +11.6% | +12.3% |
| 30D | +12.4% | +15.8% | -3.4% | +5.5% |
| 3M | +8.2% | +0.6% | +7.6% | +7.9% |
| 6M | +20.7% | -4.0% | +24.7% | +22.1% |
| YTD | +31.3% | -0.3% | +31.6% | +21.8% |
| 1Y | +20.5% | -0.5% | +21.0% | +9.6% |
| All | +20.5% | +0.2% | +20.3% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling