+2,703.1%
VMC vs SM
+1,608.3%
+1,094.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -8.2% | +26.3% | -34.6% | -11.3% |
| 3M | -7.0% | +8.7% | -15.7% | -8.9% |
| 6M | -10.8% | +51.7% | -62.4% | -17.3% |
| YTD | -7.4% | +99.0% | -106.4% | -17.7% |
| 1Y | -9.5% | +34.6% | -44.1% | -15.4% |
| 3Y | +20.5% | -7.8% | +28.2% | +15.6% |
| 5Y | +51.6% | +104.8% | -53.2% | +24.3% |
| 10Y | +150.0% | +7.2% | +142.8% | +62.2% |
| All | +2,703.1% | +1,608.3% | +1,094.8% | +1,153.5% |
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