+571.9%
VMC vs DG
+614.5%
-42.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +15.5% | +3.2% | +12.2% | +14.7% |
| 3M | +0.6% | +10.4% | -9.8% | -1.7% |
| 6M | +2.1% | +33.2% | -31.1% | -4.4% |
| YTD | -1.6% | +3.0% | -4.5% | -2.9% |
| 1Y | -1.2% | +31.2% | -32.4% | -7.9% |
| 3Y | +35.3% | +21.8% | +13.5% | +22.4% |
| 5Y | +43.6% | -35.0% | +78.6% | +52.1% |
| 10Y | +126.7% | +106.0% | +20.7% | +62.8% |
| All | +571.9% | +614.5% | -42.6% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling