-45.0%
DMC vs VT
+224.4%
-269.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.0% |
| 30D | -7.0% | -1.7% | -5.2% | -6.1% |
| 3M | -7.7% | -2.3% | -5.4% | -6.6% |
| 6M | -19.6% | +1.5% | -21.1% | -20.7% |
| YTD | -19.3% | +12.0% | -31.3% | -25.0% |
| 1Y | -22.6% | +12.9% | -35.5% | -28.4% |
| 3Y | +32.2% | +74.9% | -42.8% | -8.3% |
| 5Y | +11.6% | +59.9% | -48.3% | -18.6% |
| 10Y | -45.0% | +224.6% | -269.6% | -80.7% |
| All | -45.0% | +224.4% | -269.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling