+125.7%
VMC vs SPY
+307.0%
-181.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -1.3% | +2.6% | -3.9% | -3.6% |
| 30D | +15.5% | -2.0% | +17.4% | +17.5% |
| 3M | +0.6% | -2.8% | +3.4% | +3.2% |
| 6M | +2.1% | +2.1% | -0.1% | -0.1% |
| YTD | -1.6% | +11.5% | -13.1% | -11.2% |
| 1Y | -1.2% | +13.5% | -14.6% | -12.3% |
| 3Y | +35.3% | +77.7% | -42.4% | -22.1% |
| 5Y | +43.6% | +72.6% | -29.0% | -14.8% |
| All | +125.7% | +307.0% | -181.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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