+125.7%
VMC vs DD
+97.1%
+28.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.3% | +5.0% | -6.2% | -3.3% |
| 30D | +15.5% | +19.7% | -4.2% | +6.5% |
| 3M | +0.6% | +7.2% | -6.6% | -2.7% |
| 6M | +2.1% | +1.0% | +1.0% | +1.1% |
| YTD | -1.6% | +29.1% | -30.7% | -13.1% |
| 1Y | -1.2% | +28.5% | -29.7% | -12.7% |
| 3Y | +35.3% | +89.4% | -54.1% | -3.1% |
| 5Y | +43.6% | +67.1% | -23.5% | +6.9% |
| All | +125.7% | +97.1% | +28.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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