+2,340.4%
VMC vs DRI
+8,100.2%
-5,759.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | +0.1% | +3.1% | -3.0% | -0.9% |
| 30D | +18.3% | +16.2% | +2.1% | +12.7% |
| 3M | +1.9% | +8.4% | -6.5% | -1.0% |
| 6M | +2.4% | +19.0% | -16.6% | -3.5% |
| YTD | +2.1% | +28.8% | -26.8% | -6.8% |
| 1Y | +1.5% | +33.1% | -31.6% | -8.4% |
| 3Y | +41.5% | +70.8% | -29.3% | +15.4% |
| 5Y | +46.4% | +74.2% | -27.9% | +17.6% |
| 10Y | +139.8% | +345.5% | -205.7% | +29.2% |
| All | +2,340.4% | +8,100.2% | -5,759.8% | +586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling