+575.7%
VMC vs DG
+617.0%
-41.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -1.7% | -2.5% | +0.8% | -1.1% |
| 30D | +15.3% | +7.7% | +7.6% | +13.4% |
| 3M | +0.3% | +13.1% | -12.8% | -2.5% |
| 6M | +0.9% | +32.0% | -31.2% | -5.4% |
| YTD | -1.0% | +3.3% | -4.4% | -2.4% |
| 1Y | -4.3% | +31.7% | -36.0% | -10.9% |
| 3Y | +35.3% | +21.7% | +13.6% | +22.4% |
| 5Y | +44.4% | -34.7% | +79.1% | +52.8% |
| 10Y | +128.0% | +106.7% | +21.3% | +63.5% |
| All | +575.7% | +617.0% | -41.4% | +185.2% |
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 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