+533.2%
XYZ vs VMC
+178.0%
+355.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.7% |
| YTD | +27.1% | -7.4% | +34.5% | +30.7% |
| 1Y | +9.3% | -9.5% | +18.7% | +13.7% |
| 3Y | +42.3% | +20.5% | +21.8% | +23.4% |
| 5Y | -69.3% | +51.6% | -120.9% | -76.0% |
| 10Y | +586.8% | +150.0% | +436.8% | +296.0% |
| All | +533.2% | +178.0% | +355.2% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling