-12.1%
DOW vs VMC
+134.3%
-146.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.5% |
| 7D | -1.4% | -3.8% | +2.4% | +0.4% |
| 30D | -3.9% | -9.7% | +5.8% | +0.8% |
| 3M | -12.7% | -9.6% | -3.0% | -9.2% |
| 6M | -13.7% | -4.8% | -8.9% | -13.9% |
| YTD | +28.4% | -10.9% | +39.3% | +31.9% |
| 1Y | +21.8% | -15.6% | +37.3% | +28.5% |
| 3Y | -35.7% | +19.3% | -55.0% | -45.7% |
| 5Y | -36.8% | +48.0% | -84.8% | -54.7% |
| All | -12.1% | +134.3% | -146.3% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling