+40.9%
XYZ vs VMC
+21.0%
+19.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.3% |
| 7D | -1.0% | -4.3% | +3.4% | +1.8% |
| 30D | -1.7% | -8.2% | +6.5% | +3.6% |
| 3M | +16.7% | -7.0% | +23.8% | +21.4% |
| 6M | +26.9% | -10.8% | +37.6% | +34.6% |
| YTD | +27.1% | -7.4% | +34.5% | +29.4% |
| 1Y | +9.3% | -9.5% | +18.7% | +12.7% |
| All | +40.9% | +21.0% | +19.9% | +8.3% |
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