+3,173.1%
VMC vs DTE
+3,521.9%
-348.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | -9.1% | -1.9% | -7.2% | -8.4% |
| 3M | -4.1% | -3.3% | -0.8% | -2.8% |
| 6M | -5.5% | -7.1% | +1.6% | -2.7% |
| YTD | -8.9% | +8.1% | -17.0% | -12.2% |
| 1Y | -12.9% | +5.3% | -18.2% | -15.2% |
| 3Y | +22.1% | +48.2% | -26.0% | +1.1% |
| 5Y | +52.7% | +33.2% | +19.5% | +31.2% |
| 10Y | +152.7% | +137.5% | +15.2% | +66.5% |
| All | +3,173.1% | +3,521.9% | -348.9% | +968.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling