-100.0%
VMAR vs VOO
+82.3%
-182.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.6% | +4.5% |
| 7D | +14.4% | +0.5% | +13.9% | +14.0% |
| 30D | +37.4% | -0.9% | +38.3% | +38.1% |
| 3M | -78.4% | +3.9% | -82.3% | -79.2% |
| 6M | -96.2% | +14.5% | -110.8% | -96.7% |
| YTD | -98.9% | +13.0% | -111.8% | -99.0% |
| 1Y | -99.8% | +19.4% | -119.3% | -99.9% |
| 3Y | -100.0% | +78.9% | -178.9% | -100.0% |
| 5Y | -100.0% | +82.3% | -182.3% | -100.0% |
| All | -100.0% | +82.3% | -182.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling