+6.2%
DT vs VMC
+22.8%
-16.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | +2.7% | -9.1% | +11.8% | +5.0% |
| 3M | +20.0% | -4.1% | +24.1% | +20.6% |
| 6M | +28.0% | -5.5% | +33.6% | +28.3% |
| YTD | +16.0% | -8.9% | +25.0% | +16.4% |
| 1Y | +0.7% | -12.9% | +13.7% | +2.6% |
| 3Y | +6.2% | +22.1% | -15.9% | -9.3% |
| All | +6.2% | +22.8% | -16.6% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling