+319.7%
SPY vs VMC
+146.8%
+172.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.6% |
| 7D | -0.4% | -5.3% | +5.0% | +1.4% |
| 30D | -1.4% | -12.3% | +10.9% | +2.7% |
| 3M | +3.7% | -10.3% | +14.0% | +6.9% |
| 6M | +13.0% | -8.6% | +21.6% | +15.4% |
| YTD | +12.4% | -11.9% | +24.3% | +15.6% |
| 1Y | +18.5% | -13.9% | +32.4% | +22.7% |
| 3Y | +77.6% | +18.2% | +59.5% | +63.6% |
| 5Y | +81.7% | +47.7% | +33.9% | +54.2% |
| 10Y | +319.7% | +152.5% | +167.2% | +197.4% |
| All | +319.7% | +146.8% | +172.9% | +197.4% |
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