+2,563.5%
DUK vs VMC
+3,191.4%
-627.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -2.0% | -9.1% | +7.1% | -0.6% |
| 3M | +0.2% | -4.1% | +4.4% | +0.7% |
| 6M | -6.9% | -5.5% | -1.4% | -6.4% |
| YTD | +6.1% | -8.9% | +15.1% | +7.1% |
| 1Y | +4.4% | -12.9% | +17.4% | +6.1% |
| 3Y | +49.1% | +22.1% | +27.0% | +41.9% |
| 5Y | +39.6% | +52.7% | -13.2% | +26.6% |
| 10Y | +125.1% | +152.7% | -27.6% | +81.6% |
| All | +2,563.5% | +3,191.4% | -627.9% | +1,364.1% |
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