+62.6%
XYZ vs VMC
+35.0%
+27.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.2% |
| 7D | -1.1% | -1.3% | +0.2% | -0.2% |
| 30D | +11.5% | +15.5% | -3.9% | +2.7% |
| 3M | +1.8% | +0.6% | +1.2% | +1.7% |
| 6M | +21.2% | +2.1% | +19.1% | +19.3% |
| YTD | +29.9% | -1.6% | +31.5% | +27.7% |
| 1Y | +35.8% | -1.2% | +36.9% | +33.1% |
| 3Y | +62.6% | +35.3% | +27.3% | +26.0% |
| All | +62.6% | +35.0% | +27.6% | +26.0% |
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