+46.4%
VMC vs DRI
+76.5%
-30.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.8% |
| 7D | +0.1% | +3.1% | -3.0% | -1.0% |
| 30D | +18.3% | +16.2% | +2.1% | +12.0% |
| 3M | +1.9% | +8.4% | -6.5% | -1.4% |
| 6M | +2.4% | +19.0% | -16.6% | -4.3% |
| YTD | +2.1% | +28.8% | -26.8% | -8.1% |
| 1Y | +1.5% | +33.1% | -31.6% | -9.9% |
| 3Y | +41.5% | +70.8% | -29.3% | +9.0% |
| 5Y | +46.4% | +74.2% | -27.9% | +11.3% |
| All | +46.4% | +76.5% | -30.1% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling