+18.0%
VMC vs DG
+4.6%
+13.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.1% |
| 7D | -5.3% | -4.8% | -0.5% | -5.0% |
| 30D | -12.3% | +1.8% | -14.0% | -12.4% |
| 3M | -10.3% | +14.5% | -24.7% | -10.9% |
| 6M | -8.6% | -13.6% | +5.0% | -8.4% |
| YTD | -11.9% | -4.8% | -7.0% | -11.8% |
| 1Y | -13.9% | +21.6% | -35.5% | -14.2% |
| All | +18.0% | +4.6% | +13.3% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling