+81.8%
SPY vs VMC
+52.4%
+29.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +0.5% | -0.5% | +1.1% | +0.7% |
| 30D | -0.9% | -9.1% | +8.2% | +2.6% |
| 3M | +3.9% | -4.1% | +8.0% | +4.8% |
| 6M | +14.5% | -5.5% | +20.1% | +15.8% |
| YTD | +12.9% | -8.9% | +21.8% | +14.9% |
| 1Y | +19.4% | -12.9% | +32.3% | +23.6% |
| 3Y | +78.5% | +22.1% | +56.3% | +54.6% |
| 5Y | +81.8% | +52.7% | +29.0% | +38.3% |
| All | +81.8% | +52.4% | +29.3% | +38.3% |
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 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