-9.5%
VMC vs DGX
+33.7%
-43.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.1% |
| 7D | -4.3% | -2.3% | -2.0% | -3.9% |
| 30D | -8.2% | +0.6% | -8.8% | -8.3% |
| 3M | -7.0% | +21.4% | -28.5% | -10.2% |
| 6M | -10.8% | +14.7% | -25.5% | -13.2% |
| YTD | -7.4% | +38.4% | -45.8% | -11.8% |
| 1Y | -9.5% | +34.0% | -43.5% | -13.4% |
| All | -9.5% | +33.7% | -43.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling