+46.1%
DE vs VMC
+3.7%
+42.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +0.1% |
| 7D | +5.6% | +12.3% | -6.7% | +1.6% |
| 30D | -0.8% | +21.2% | -22.1% | -6.9% |
| 3M | +9.8% | +4.6% | +5.2% | +8.2% |
| 6M | +17.5% | +3.9% | +13.7% | +15.8% |
| YTD | +46.5% | +5.0% | +41.5% | +42.6% |
| 1Y | +46.1% | +2.6% | +43.5% | +42.7% |
| All | +46.1% | +3.7% | +42.4% | +42.7% |
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 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