-100.0%
VMAR vs VOO
+129.6%
-229.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | -0.2% |
| 7D | -11.4% | -0.9% | -10.5% | -10.7% |
| 30D | -10.7% | -2.3% | -8.3% | -8.8% |
| 3M | -12.3% | -1.2% | -11.1% | -11.4% |
| 6M | -94.2% | +3.3% | -97.5% | -94.4% |
| YTD | -99.3% | +12.3% | -111.7% | -99.4% |
| 1Y | -99.9% | +12.5% | -112.4% | -99.9% |
| 3Y | -100.0% | +79.2% | -179.2% | -100.0% |
| 5Y | -100.0% | +75.7% | -175.7% | -100.0% |
| All | -100.0% | +129.6% | -229.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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