-100.0%
VMAR vs VOO
+132.1%
-232.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.8% |
| 7D | +13.5% | +0.1% | +13.4% | +13.4% |
| 30D | +30.6% | +0.1% | +30.5% | +30.2% |
| 3M | -79.3% | +2.0% | -81.3% | -79.8% |
| 6M | -96.5% | +13.0% | -109.5% | -96.9% |
| YTD | -98.9% | +13.6% | -112.5% | -99.0% |
| 1Y | -99.8% | +20.1% | -119.9% | -99.9% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| 5Y | -100.0% | +82.4% | -182.4% | -100.0% |
| All | -100.0% | +132.1% | -232.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling