+114.1%
DT vs VMC
+94.2%
+19.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | -1.6% | -3.8% | +2.2% | -0.1% |
| 30D | +3.0% | -9.7% | +12.7% | +7.1% |
| 3M | +26.5% | -9.6% | +36.1% | +30.9% |
| 6M | +35.9% | -4.8% | +40.8% | +36.4% |
| YTD | +17.8% | -10.9% | +28.7% | +20.5% |
| 1Y | +4.1% | -15.6% | +19.6% | +8.7% |
| 3Y | +5.3% | +19.3% | -14.0% | -7.6% |
| 5Y | -27.2% | +48.0% | -75.2% | -41.9% |
| All | +114.1% | +94.2% | +19.9% | +56.4% |
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