+2,989.3%
VMC vs SM
+1,264.2%
+1,725.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.7% |
| 7D | +0.1% | -22.3% | +22.4% | +3.3% |
| 30D | +18.3% | -21.4% | +39.7% | +21.7% |
| 3M | +1.9% | +1.4% | +0.5% | +0.8% |
| 6M | +2.4% | +0.1% | +2.3% | +0.6% |
| YTD | +2.1% | +59.0% | -56.9% | -7.1% |
| 1Y | +1.5% | +64.3% | -62.8% | -8.2% |
| 3Y | +41.5% | -13.1% | +54.6% | +36.1% |
| 5Y | +46.4% | -13.9% | +60.2% | +35.4% |
| 10Y | +139.8% | +1.7% | +138.1% | +55.5% |
| All | +2,989.3% | +1,264.2% | +1,725.1% | +1,315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling