+76.3%
DE vs VMC
+17.4%
+58.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.7% |
| 7D | -3.0% | -5.3% | +2.3% | -1.1% |
| 30D | +11.1% | -12.3% | +23.4% | +16.4% |
| 3M | +17.6% | -10.3% | +27.9% | +21.9% |
| 6M | +13.6% | -8.6% | +22.1% | +16.9% |
| YTD | +46.3% | -11.9% | +58.1% | +51.4% |
| 1Y | +44.2% | -13.9% | +58.1% | +50.2% |
| All | +76.3% | +17.4% | +58.8% | +59.2% |
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