-13.9%
VMC vs SPG
+19.3%
-33.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.2% |
| 7D | -5.3% | -1.7% | -3.7% | -4.6% |
| 30D | -12.3% | -6.3% | -6.0% | -9.7% |
| 3M | -10.3% | -2.4% | -7.8% | -8.6% |
| 6M | -8.6% | +9.6% | -18.2% | -10.1% |
| YTD | -11.9% | +14.2% | -26.1% | -14.2% |
| 1Y | -13.9% | +19.3% | -33.2% | -16.9% |
| All | -13.9% | +19.3% | -33.2% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling