-15.6%
VMC vs DGX
+32.7%
-48.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -3.8% | -0.9% | -2.9% | -3.6% |
| 30D | -9.7% | -1.2% | -8.5% | -9.5% |
| 3M | -9.6% | +15.8% | -25.4% | -11.9% |
| 6M | -4.8% | +18.2% | -23.0% | -7.7% |
| YTD | -10.9% | +37.2% | -48.1% | -14.7% |
| 1Y | -15.6% | +30.4% | -45.9% | -18.4% |
| All | -15.6% | +32.7% | -48.2% | -18.4% |
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