+110.6%
SPOT vs VMC
+47.2%
+63.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -6.9% | -3.7% | -3.2% | -5.1% |
| 30D | +4.1% | -12.8% | +16.9% | +11.4% |
| 3M | +3.7% | -7.9% | +11.6% | +6.9% |
| 6M | -1.6% | -7.5% | +5.9% | +0.1% |
| YTD | -10.2% | -11.6% | +1.5% | -8.0% |
| 1Y | -25.9% | -14.3% | -11.6% | -23.0% |
| 3Y | +235.6% | +18.5% | +217.1% | +168.3% |
| 5Y | +110.6% | +46.8% | +63.8% | +43.6% |
| All | +110.6% | +47.2% | +63.4% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling