+254.8%
SPOT vs VMC
+147.7%
+107.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -2.9% | -0.5% | -2.3% | -2.7% |
| 30D | +8.3% | -9.1% | +17.4% | +11.5% |
| 3M | +5.1% | -4.1% | +9.2% | +5.8% |
| 6M | -6.5% | -5.5% | -0.9% | -5.8% |
| YTD | -9.0% | -8.9% | 0.0% | -8.0% |
| 1Y | -26.4% | -12.9% | -13.5% | -24.6% |
| 3Y | +240.0% | +22.1% | +217.9% | +207.8% |
| 5Y | +111.7% | +52.7% | +59.0% | +78.9% |
| All | +254.8% | +147.7% | +107.1% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VMC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling