-10.8%
DOW vs VMC
+143.4%
-154.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.5% |
| 7D | -2.4% | -4.3% | +1.9% | -0.3% |
| 30D | +0.4% | -8.2% | +8.6% | +4.6% |
| 3M | -14.4% | -7.0% | -7.4% | -12.4% |
| 6M | -7.0% | -10.8% | +3.8% | -3.8% |
| YTD | +30.2% | -7.4% | +37.6% | +31.3% |
| 1Y | +29.2% | -9.5% | +38.7% | +31.5% |
| 3Y | -36.7% | +20.5% | -57.2% | -46.7% |
| 5Y | -37.7% | +51.6% | -89.3% | -55.7% |
| All | -10.8% | +143.4% | -154.2% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling