+52.7%
VMC vs DRI
+70.3%
-17.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | -9.1% | -0.4% | -8.7% | -9.1% |
| 3M | -4.1% | +9.5% | -13.7% | -7.4% |
| 6M | -5.5% | +6.5% | -12.0% | -8.0% |
| YTD | -8.9% | +18.4% | -27.3% | -15.1% |
| 1Y | -12.9% | +4.2% | -17.2% | -15.2% |
| 3Y | +22.1% | +57.1% | -34.9% | -1.9% |
| 5Y | +52.7% | +70.4% | -17.7% | +15.1% |
| All | +52.7% | +70.3% | -17.6% | +15.1% |
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 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