+2,341.3%
VMC vs DAR
+1,762.6%
+578.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -4.3% | +1.4% | -5.7% | -4.4% |
| 30D | -8.2% | +12.8% | -21.0% | -9.2% |
| 3M | -7.0% | +7.4% | -14.4% | -7.8% |
| 6M | -10.8% | +22.3% | -33.0% | -12.5% |
| YTD | -7.4% | +81.1% | -88.5% | -12.0% |
| 1Y | -9.5% | +106.5% | -116.0% | -15.1% |
| 3Y | +20.5% | +5.3% | +15.2% | +17.9% |
| 5Y | +51.6% | -11.5% | +63.1% | +49.3% |
| 10Y | +150.0% | +353.3% | -203.3% | +118.1% |
| All | +2,341.3% | +1,762.6% | +578.7% | +2,009.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling