+143.6%
VMC vs SPXU
-99.5%
+243.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | +0.9% |
| 7D | -3.7% | +6.4% | -10.1% | -1.8% |
| 30D | -12.8% | +5.9% | -18.7% | -11.1% |
| 3M | -7.9% | -11.7% | +3.7% | -10.8% |
| 6M | -7.5% | -28.7% | +21.2% | -15.3% |
| YTD | -11.6% | -26.4% | +14.7% | -17.9% |
| 1Y | -14.3% | -35.2% | +21.0% | -22.9% |
| 3Y | +18.5% | -79.8% | +98.3% | -19.0% |
| 5Y | +46.8% | -86.1% | +132.8% | +3.4% |
| All | +143.6% | -99.5% | +243.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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