+231.7%
SPOT vs VMC
+17.4%
+214.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | -6.5% | -5.3% | -1.2% | -5.0% |
| 30D | +2.2% | -12.3% | +14.4% | +6.0% |
| 3M | +5.4% | -10.3% | +15.7% | +8.2% |
| 6M | -4.0% | -8.6% | +4.5% | -2.7% |
| YTD | -9.9% | -11.9% | +1.9% | -9.0% |
| 1Y | -27.3% | -13.9% | -13.4% | -25.9% |
| All | +231.7% | +17.4% | +214.3% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling