+2.6%
VMC vs SM
+70.4%
-67.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.3% | +19.9% | +2.1% |
| 7D | +12.3% | -21.5% | +33.8% | +8.4% |
| 30D | +21.2% | -11.4% | +32.6% | +19.2% |
| 3M | +4.6% | +0.6% | +4.0% | +5.3% |
| 6M | +3.9% | +0.2% | +3.6% | +5.4% |
| YTD | +5.0% | +69.7% | -64.7% | +6.2% |
| 1Y | +2.6% | +71.6% | -68.9% | +3.7% |
| All | +2.6% | +70.4% | -67.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling