+72.6%
XYZ vs VMC
+38.8%
+33.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | +12.1% | +0.5% | +11.6% | +12.2% |
| 30D | +12.4% | +15.8% | -3.4% | +3.2% |
| 3M | +8.2% | +0.6% | +7.6% | +7.9% |
| 6M | +20.7% | -4.0% | +24.7% | +23.1% |
| YTD | +31.3% | -0.3% | +31.6% | +27.9% |
| 1Y | +20.5% | -0.5% | +21.0% | +17.7% |
| 3Y | +72.6% | +39.6% | +33.1% | +32.2% |
| All | +72.6% | +38.8% | +33.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling