+3,058.8%
SPY vs VMC
+2,940.8%
+118.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -0.9% | -4.3% | +3.4% | +0.5% |
| 30D | -2.4% | +16.2% | -18.6% | -7.1% |
| 3M | -1.2% | -0.8% | -0.3% | -1.2% |
| 6M | +3.3% | +1.2% | +2.1% | +2.1% |
| YTD | +12.3% | +0.5% | +11.8% | +10.6% |
| 1Y | +12.4% | -2.9% | +15.3% | +11.9% |
| 3Y | +78.8% | +37.3% | +41.5% | +57.3% |
| 5Y | +75.2% | +48.8% | +26.4% | +48.9% |
| 10Y | +311.1% | +131.4% | +179.7% | +184.8% |
| All | +3,058.8% | +2,940.8% | +118.1% | +918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling