+62.7%
DMC vs VT
+345.0%
-282.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.3% | -0.9% |
| 7D | -0.5% | -4.2% | +3.7% | +2.5% |
| 30D | -7.0% | -5.8% | -1.2% | -3.2% |
| 3M | -6.2% | -5.2% | -1.0% | -2.8% |
| 6M | -25.4% | +0.1% | -25.6% | -26.0% |
| YTD | -20.4% | +8.2% | -28.6% | -25.5% |
| 1Y | -21.5% | +10.1% | -31.6% | -27.5% |
| 3Y | +33.7% | +69.7% | -36.0% | -11.1% |
| 5Y | +8.4% | +53.4% | -44.9% | -23.6% |
| 10Y | -43.9% | +219.2% | -263.1% | -77.9% |
| All | +62.7% | +345.0% | -282.2% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling