-28.4%
DT vs VMC
+48.3%
-76.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +2.2% |
| 7D | -0.5% | -5.3% | +4.8% | +2.0% |
| 30D | +0.1% | -12.3% | +12.3% | +6.3% |
| 3M | +24.1% | -10.3% | +34.4% | +29.6% |
| 6M | +30.1% | -8.6% | +38.7% | +33.0% |
| YTD | +16.8% | -11.9% | +28.6% | +19.9% |
| 1Y | -0.1% | -13.9% | +13.8% | +3.6% |
| 3Y | +6.8% | +18.2% | -11.3% | -14.5% |
| 5Y | -28.4% | +47.7% | -76.1% | -50.7% |
| All | -28.4% | +48.3% | -76.6% | -50.7% |
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