+161.0%
VMC vs DAR
+361.9%
-200.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.4% |
| 7D | -0.5% | -0.9% | +0.3% | -0.3% |
| 30D | -9.1% | +13.0% | -22.1% | -12.3% |
| 3M | -4.1% | +15.0% | -19.1% | -8.5% |
| 6M | -5.5% | +26.8% | -32.4% | -12.7% |
| YTD | -8.9% | +86.4% | -95.3% | -24.6% |
| 1Y | -12.9% | +115.1% | -128.0% | -31.4% |
| 3Y | +22.1% | +14.6% | +7.5% | +11.5% |
| 5Y | +52.7% | -8.8% | +61.5% | +43.9% |
| All | +161.0% | +361.9% | -200.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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