+152.5%
VMC vs SM
+16.0%
+136.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -12.3% | +20.3% | -32.5% | -14.0% |
| 3M | -10.3% | +22.9% | -33.2% | -12.7% |
| 6M | -8.6% | +47.8% | -56.4% | -13.4% |
| YTD | -11.9% | +107.5% | -119.3% | -19.9% |
| 1Y | -13.9% | +51.7% | -65.6% | -19.3% |
| 3Y | +18.2% | -0.9% | +19.0% | +13.8% |
| 5Y | +47.7% | +112.2% | -64.5% | +27.0% |
| 10Y | +152.5% | +20.3% | +132.2% | +70.8% |
| All | +152.5% | +16.0% | +136.5% | +70.8% |
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