+36.1%
VMC vs DG
+22.1%
+13.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -1.7% | -2.5% | +0.8% | -1.5% |
| 30D | +15.3% | +7.7% | +7.6% | +14.7% |
| 3M | +0.3% | +13.1% | -12.8% | -0.5% |
| 6M | +0.9% | +32.0% | -31.2% | -0.6% |
| YTD | -1.0% | +3.3% | -4.4% | -1.5% |
| 1Y | -4.3% | +31.7% | -36.0% | -5.1% |
| All | +36.1% | +22.1% | +13.9% | +36.3% |
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