-9.5%
VMC vs SM
+36.8%
-46.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +0.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.4% |
| 30D | -8.2% | +25.6% | -33.8% | -5.3% |
| 3M | -7.0% | +8.0% | -15.1% | -5.2% |
| 6M | -10.8% | +50.8% | -61.5% | -7.3% |
| YTD | -7.4% | +97.9% | -105.3% | -4.0% |
| 1Y | -9.5% | +33.8% | -43.3% | -7.6% |
| All | -9.5% | +36.8% | -46.2% | -7.6% |
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