+127.0%
VMC vs DG
+105.9%
+21.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | +15.3% | +7.7% | +7.6% | +13.8% |
| 3M | +0.3% | +13.1% | -12.8% | -1.9% |
| 6M | +0.9% | +32.0% | -31.2% | -3.9% |
| YTD | -1.0% | +3.3% | -4.4% | -2.1% |
| 1Y | -4.3% | +31.7% | -36.0% | -9.2% |
| 3Y | +35.3% | +21.7% | +13.6% | +25.8% |
| 5Y | +44.4% | -34.7% | +79.1% | +55.6% |
| All | +127.0% | +105.9% | +21.0% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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