+22.1%
VMC vs DD
+47.1%
-25.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -9.1% | -7.4% | -1.7% | -6.9% |
| 3M | -4.1% | -6.4% | +2.3% | -2.2% |
| 6M | -5.5% | -2.5% | -3.1% | -5.0% |
| YTD | -8.9% | +10.2% | -19.2% | -11.9% |
| 1Y | -12.9% | +36.9% | -49.9% | -21.3% |
| 3Y | +22.1% | +47.0% | -24.9% | +10.0% |
| All | +22.1% | +47.1% | -25.0% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling