-99.8%
VMAR vs SPY
+20.8%
-120.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +13.5% | +0.1% | +13.4% | +13.4% |
| 30D | +30.6% | +0.1% | +30.5% | +30.4% |
| 3M | -79.3% | +2.0% | -81.3% | -79.5% |
| 6M | -96.5% | +13.0% | -109.5% | -96.9% |
| YTD | -98.9% | +13.5% | -112.5% | -99.1% |
| 1Y | -99.8% | +20.0% | -119.8% | -99.9% |
| All | -99.8% | +20.8% | -120.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling