+126.0%
DUK vs VMC
+156.6%
-30.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -0.7% | -3.8% | +3.1% | -0.1% |
| 30D | -2.4% | -9.7% | +7.2% | -0.9% |
| 3M | -3.0% | -9.6% | +6.6% | -1.6% |
| 6M | -6.6% | -4.8% | -1.7% | -6.1% |
| YTD | +4.6% | -10.9% | +15.4% | +5.9% |
| 1Y | +1.2% | -15.6% | +16.8% | +3.3% |
| 3Y | +45.7% | +19.3% | +26.3% | +38.4% |
| 5Y | +40.3% | +48.0% | -7.7% | +26.4% |
| All | +126.0% | +156.6% | -30.5% | +81.6% |
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