-100.0%
VMAR vs SPY
+126.6%
-226.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.5% |
| 7D | -12.9% | +0.1% | -12.9% | -12.8% |
| 30D | -15.2% | -3.3% | -11.8% | -12.7% |
| 3M | -21.7% | -2.4% | -19.3% | -20.1% |
| 6M | -94.3% | +2.6% | -96.9% | -94.5% |
| YTD | -99.4% | +11.2% | -110.6% | -99.4% |
| 1Y | -99.9% | +13.4% | -113.3% | -99.9% |
| 3Y | -100.0% | +79.9% | -179.9% | -100.0% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| All | -100.0% | +126.6% | -226.6% | -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