+3,076.8%
VMC vs SPG
+5,923.7%
-2,846.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | +0.3% | +5.1% | -4.8% | -1.7% |
| 30D | +18.6% | +16.8% | +1.7% | +11.3% |
| 3M | +2.0% | +5.7% | -3.6% | -0.2% |
| 6M | +2.6% | +17.8% | -15.2% | -4.0% |
| YTD | +2.3% | +30.1% | -27.9% | -8.4% |
| 1Y | +1.7% | +32.8% | -31.1% | -9.7% |
| 3Y | +41.7% | +137.2% | -95.5% | -2.5% |
| 5Y | +46.6% | +81.5% | -34.8% | +11.2% |
| 10Y | +140.3% | +116.5% | +23.7% | +46.1% |
| All | +3,076.8% | +5,923.7% | -2,846.9% | +599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling