+3,227.9%
VMC vs DD
+961.9%
+2,266.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | -4.3% | -3.5% | -0.8% | -2.9% |
| 30D | -8.2% | -10.3% | +2.1% | -4.0% |
| 3M | -7.0% | -7.5% | +0.5% | -4.0% |
| 6M | -10.8% | -8.0% | -2.8% | -8.1% |
| YTD | -7.4% | +10.5% | -17.9% | -11.9% |
| 1Y | -9.5% | +38.3% | -47.8% | -22.1% |
| 3Y | +20.5% | +42.5% | -22.0% | -0.6% |
| 5Y | +51.6% | +60.2% | -8.6% | +17.5% |
| 10Y | +150.0% | +68.9% | +81.2% | +78.6% |
| All | +3,227.9% | +961.9% | +2,266.0% | +1,164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling