+152.5%
VMC vs SPG
+59.6%
+92.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.3% |
| 7D | -5.3% | -1.7% | -3.7% | -4.7% |
| 30D | -12.3% | -6.3% | -6.0% | -10.0% |
| 3M | -10.3% | -2.4% | -7.8% | -9.4% |
| 6M | -8.6% | +9.6% | -18.2% | -11.8% |
| YTD | -11.9% | +14.2% | -26.1% | -16.5% |
| 1Y | -13.9% | +19.3% | -33.2% | -19.9% |
| 3Y | +18.2% | +106.7% | -88.6% | -12.4% |
| 5Y | +47.7% | +104.2% | -56.5% | +8.9% |
| 10Y | +152.5% | +63.7% | +88.8% | +70.7% |
| All | +152.5% | +59.6% | +92.9% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling