+46.8%
VMC vs DTE
+31.2%
+15.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.7% |
| 7D | -3.7% | -2.0% | -1.7% | -3.0% |
| 30D | -12.8% | -2.4% | -10.4% | -12.0% |
| 3M | -7.9% | -7.3% | -0.6% | -5.3% |
| 6M | -7.5% | -7.6% | +0.1% | -4.9% |
| YTD | -11.6% | +5.8% | -17.4% | -13.6% |
| 1Y | -14.3% | +2.3% | -16.6% | -15.2% |
| 3Y | +18.5% | +45.0% | -26.5% | +1.4% |
| 5Y | +46.8% | +33.2% | +13.5% | +29.1% |
| All | +46.8% | +31.2% | +15.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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