+131.4%
VMC vs SPG
+116.4%
+15.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -4.3% | +2.7% | -7.0% | -5.3% |
| 30D | +16.2% | +16.6% | -0.3% | +9.5% |
| 3M | -0.8% | +8.1% | -8.9% | -3.8% |
| 6M | +1.2% | +19.3% | -18.2% | -5.5% |
| YTD | +0.5% | +31.1% | -30.6% | -9.7% |
| 1Y | -2.9% | +32.8% | -35.7% | -13.2% |
| 3Y | +37.3% | +135.8% | -98.4% | -3.2% |
| 5Y | +48.8% | +85.1% | -36.3% | +13.3% |
| 10Y | +131.4% | +115.9% | +15.5% | +35.6% |
| All | +131.4% | +116.4% | +15.0% | +35.6% |
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