-13.9%
VMC vs SM
+46.0%
-59.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.2% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -12.3% | +20.3% | -32.5% | -10.0% |
| 3M | -10.3% | +22.9% | -33.2% | -7.2% |
| 6M | -8.6% | +47.8% | -56.4% | -4.6% |
| YTD | -11.9% | +107.5% | -119.3% | -8.0% |
| 1Y | -13.9% | +51.7% | -65.6% | -11.1% |
| All | -13.9% | +46.0% | -59.9% | -11.1% |
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