-35.5%
DOW vs VMC
+53.2%
-88.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +2.0% | -9.1% | +11.1% | +5.3% |
| 3M | -12.5% | -4.1% | -8.4% | -12.2% |
| 6M | -9.2% | -5.5% | -3.7% | -9.1% |
| YTD | +30.8% | -8.9% | +39.7% | +32.4% |
| 1Y | +29.4% | -12.9% | +42.3% | +33.4% |
| 3Y | -34.6% | +22.1% | -56.7% | -43.5% |
| All | -35.5% | +53.2% | -88.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling