-82.5%
DMRC vs VT
+66.2%
-148.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -11.6% | +0.4% | -12.1% | -12.4% |
| 30D | -28.9% | +1.0% | -29.9% | -30.3% |
| 3M | -63.2% | +2.4% | -65.6% | -64.8% |
| 6M | +13.5% | +12.0% | +1.5% | -9.7% |
| YTD | -19.1% | +15.3% | -34.4% | -39.1% |
| 1Y | -34.4% | +22.6% | -56.9% | -55.7% |
| 3Y | -84.6% | +74.7% | -159.3% | -94.4% |
| All | -82.5% | +66.2% | -148.7% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling