+707.7%
VMC vs SNY
+241.5%
+466.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -3.7% | -3.6% | -0.1% | -2.2% |
| 30D | -12.8% | -1.9% | -10.8% | -12.1% |
| 3M | -7.9% | -2.0% | -6.0% | -7.3% |
| 6M | -7.5% | +2.5% | -10.1% | -8.8% |
| YTD | -11.6% | -7.0% | -4.7% | -9.5% |
| 1Y | -14.3% | -4.4% | -9.9% | -13.5% |
| 3Y | +18.5% | -8.4% | +26.9% | +16.9% |
| 5Y | +46.8% | +9.5% | +37.2% | +30.3% |
| 10Y | +153.2% | +64.3% | +88.9% | +76.9% |
| All | +707.7% | +241.5% | +466.2% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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