+252.8%
SPOT vs VMC
+142.4%
+110.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -3.1% | -3.8% | +0.7% | -1.9% |
| 30D | +7.4% | -9.7% | +17.1% | +10.8% |
| 3M | +8.2% | -9.6% | +17.8% | +11.2% |
| 6M | +2.2% | -4.8% | +7.0% | +2.7% |
| YTD | -9.5% | -10.9% | +1.4% | -7.8% |
| 1Y | -23.8% | -15.6% | -8.3% | -21.1% |
| 3Y | +233.5% | +19.3% | +214.2% | +204.1% |
| 5Y | +112.2% | +48.0% | +64.2% | +80.8% |
| All | +252.8% | +142.4% | +110.5% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling