+130.6%
VMC vs DAR
+269.9%
-139.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +1.1% | -3.8% | +5.0% | +2.1% |
| 30D | +17.7% | -14.4% | +32.1% | +22.2% |
| 3M | +1.1% | -17.9% | +19.0% | +5.6% |
| 6M | +1.8% | -18.3% | +20.1% | +5.9% |
| YTD | +1.5% | +43.2% | -41.8% | -10.3% |
| 1Y | -1.1% | +57.7% | -58.8% | -15.2% |
| 3Y | +38.8% | +22.7% | +16.0% | +21.5% |
| 5Y | +49.6% | -34.0% | +83.6% | +54.6% |
| 10Y | +130.6% | +279.5% | -148.9% | +19.5% |
| All | +130.6% | +269.9% | -139.3% | +19.5% |
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