+52.7%
VMC vs SM
+111.2%
-58.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.3% | -2.0% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | -9.1% | +31.5% | -40.6% | -11.4% |
| 3M | -4.1% | +17.3% | -21.5% | -6.0% |
| 6M | -5.5% | +48.5% | -54.0% | -10.6% |
| YTD | -8.9% | +106.3% | -115.2% | -17.7% |
| 1Y | -12.9% | +47.3% | -60.2% | -18.0% |
| 3Y | +22.1% | -1.4% | +23.6% | +18.4% |
| 5Y | +52.7% | +114.0% | -61.3% | +32.9% |
| All | +52.7% | +111.2% | -58.5% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling