-100.0%
VMAR vs SPY
+128.9%
-228.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -7.9% | -8.1% |
| 7D | -2.0% | -0.4% | -1.7% | -1.7% |
| 30D | +37.3% | -1.4% | +38.7% | +38.5% |
| 3M | -76.9% | +3.7% | -80.6% | -77.8% |
| 6M | -96.6% | +13.0% | -109.6% | -97.0% |
| YTD | -99.0% | +12.4% | -111.4% | -99.1% |
| 1Y | -99.8% | +18.5% | -118.4% | -99.9% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +128.9% | -228.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling