+3,094.0%
SPY vs VMC
+2,703.1%
+390.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.1% | -4.3% | +4.4% | +1.5% |
| 30D | +0.1% | -8.2% | +8.3% | +2.8% |
| 3M | +2.0% | -7.0% | +9.0% | +3.9% |
| 6M | +13.0% | -10.8% | +23.8% | +16.4% |
| YTD | +13.5% | -7.4% | +20.9% | +15.1% |
| 1Y | +20.0% | -9.5% | +29.5% | +22.3% |
| 3Y | +77.2% | +20.5% | +56.7% | +62.8% |
| 5Y | +81.9% | +51.6% | +30.3% | +53.8% |
| 10Y | +314.1% | +150.0% | +164.0% | +179.5% |
| All | +3,094.0% | +2,703.1% | +390.9% | +959.4% |
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 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