+2,326.9%
VMC vs DRI
+8,060.6%
-5,733.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +1.1% | +4.2% | -3.1% | -0.2% |
| 30D | +17.7% | +15.7% | +2.0% | +12.3% |
| 3M | +1.1% | +5.8% | -4.7% | -1.0% |
| 6M | +1.8% | +18.4% | -16.6% | -3.9% |
| YTD | +1.5% | +28.2% | -26.7% | -7.1% |
| 1Y | -1.1% | +35.9% | -37.1% | -11.3% |
| 3Y | +38.8% | +67.7% | -29.0% | +13.9% |
| 5Y | +49.6% | +77.9% | -28.3% | +19.3% |
| 10Y | +130.6% | +338.7% | -208.1% | +24.9% |
| All | +2,326.9% | +8,060.6% | -5,733.7% | +584.0% |
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