+41.5%
VMC vs DRI
+70.6%
-29.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +0.1% | +3.1% | -3.0% | -0.7% |
| 30D | +18.3% | +16.2% | +2.1% | +13.8% |
| 3M | +1.9% | +8.4% | -6.5% | -0.4% |
| 6M | +2.4% | +19.0% | -16.6% | -2.2% |
| YTD | +2.1% | +28.8% | -26.8% | -4.9% |
| 1Y | +1.5% | +33.1% | -31.6% | -6.2% |
| 3Y | +41.5% | +70.8% | -29.3% | +16.1% |
| All | +41.5% | +70.6% | -29.1% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling