+47.7%
VMC vs DD
+59.3%
-11.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.2% |
| 7D | -5.3% | -3.8% | -1.6% | -3.8% |
| 30D | -12.3% | -9.2% | -3.0% | -8.7% |
| 3M | -10.3% | -9.0% | -1.3% | -6.8% |
| 6M | -8.6% | -5.0% | -3.6% | -7.1% |
| YTD | -11.9% | +7.4% | -19.3% | -15.2% |
| 1Y | -13.9% | +35.1% | -49.0% | -25.2% |
| 3Y | +18.2% | +43.2% | -25.1% | -3.0% |
| 5Y | +47.7% | +59.6% | -11.9% | +12.4% |
| All | +47.7% | +59.3% | -11.6% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling