+14,219.4%
DE vs VMC
+3,457.0%
+10,762.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +0.3% | -1.3% | +1.5% | +0.8% |
| 30D | +3.6% | +15.5% | -11.9% | -2.9% |
| 3M | +10.2% | +0.6% | +9.7% | +9.5% |
| 6M | +16.6% | +2.1% | +14.5% | +14.6% |
| YTD | +45.8% | -1.6% | +47.4% | +44.8% |
| 1Y | +43.9% | -1.2% | +45.1% | +42.5% |
| 3Y | +89.6% | +35.3% | +54.3% | +60.9% |
| 5Y | +100.3% | +43.6% | +56.7% | +63.1% |
| 10Y | +760.8% | +126.7% | +634.0% | +441.6% |
| All | +14,219.4% | +3,457.0% | +10,762.3% | +2,579.2% |
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 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