+532.2%
VMC vs DG
+606.1%
-73.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -4.3% | +8.4% | -12.7% | -6.0% |
| 30D | -8.2% | +4.9% | -13.2% | -9.3% |
| 3M | -7.0% | +29.3% | -36.4% | -12.2% |
| 6M | -10.8% | -11.3% | +0.5% | -9.0% |
| YTD | -7.4% | +1.8% | -9.1% | -8.3% |
| 1Y | -9.5% | +25.3% | -34.8% | -14.8% |
| 3Y | +20.5% | +9.1% | +11.4% | +12.1% |
| 5Y | +51.6% | -34.9% | +86.4% | +60.3% |
| 10Y | +150.0% | +108.2% | +41.9% | +78.8% |
| All | +532.2% | +606.1% | -73.9% | +168.0% |
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