+130.6%
VMC vs SM
+4.2%
+126.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.9% |
| 7D | +1.1% | -19.5% | +20.6% | +3.1% |
| 30D | +17.7% | -20.2% | +37.9% | +20.0% |
| 3M | +1.1% | -6.5% | +7.6% | +1.1% |
| 6M | +1.8% | +1.6% | +0.3% | +0.3% |
| YTD | +1.5% | +61.2% | -59.7% | -5.8% |
| 1Y | -1.1% | +65.4% | -66.5% | -8.6% |
| 3Y | +38.8% | -13.0% | +51.8% | +34.9% |
| 5Y | +49.6% | -4.3% | +53.8% | +39.7% |
| 10Y | +130.6% | +3.0% | +127.6% | +57.0% |
| All | +130.6% | +4.2% | +126.4% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling