+2.6%
VMC vs DRI
+34.0%
-31.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +2.9% |
| 7D | +12.3% | +6.5% | +5.8% | +10.1% |
| 30D | +21.2% | +16.4% | +4.8% | +15.9% |
| 3M | +4.6% | +13.6% | -9.0% | +0.4% |
| 6M | +3.9% | +22.0% | -18.1% | -1.9% |
| YTD | +5.0% | +29.3% | -24.3% | -3.5% |
| 1Y | +2.6% | +32.0% | -29.4% | -6.5% |
| All | +2.6% | +34.0% | -31.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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