+1,823.1%
VMC vs DGX
+8,794.8%
-6,971.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -5.3% | -2.2% | -3.1% | -4.7% |
| 30D | -12.3% | -0.9% | -11.3% | -12.0% |
| 3M | -10.3% | +15.6% | -25.9% | -13.8% |
| 6M | -8.6% | +17.8% | -26.4% | -12.7% |
| YTD | -11.9% | +37.5% | -49.3% | -19.5% |
| 1Y | -13.9% | +31.2% | -45.1% | -20.5% |
| 3Y | +18.2% | +96.6% | -78.4% | -3.4% |
| 5Y | +47.7% | +64.9% | -17.2% | +25.8% |
| 10Y | +152.5% | +254.6% | -102.1% | +73.0% |
| All | +1,823.1% | +8,794.8% | -6,971.6% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling