+143.6%
VMC vs DG
+99.2%
+44.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -3.7% | -6.3% | +2.6% | -2.6% |
| 30D | -12.8% | +2.4% | -15.2% | -13.2% |
| 3M | -7.9% | +12.4% | -20.3% | -9.8% |
| 6M | -7.5% | -14.9% | +7.4% | -5.5% |
| YTD | -11.6% | -6.1% | -5.6% | -11.1% |
| 1Y | -14.3% | +17.9% | -32.1% | -17.2% |
| 3Y | +18.5% | +3.1% | +15.4% | +13.6% |
| 5Y | +46.8% | -38.7% | +85.4% | +59.2% |
| All | +143.6% | +99.2% | +44.4% | +82.8% |
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