-13.9%
VMC vs SPY
+18.8%
-32.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | -5.3% | -0.4% | -5.0% | -5.0% |
| 30D | -12.3% | -1.4% | -10.9% | -11.3% |
| 3M | -10.3% | +3.7% | -14.0% | -12.8% |
| 6M | -8.6% | +13.0% | -21.6% | -17.8% |
| YTD | -11.9% | +12.4% | -24.3% | -20.4% |
| 1Y | -13.9% | +18.5% | -32.4% | -27.1% |
| All | -13.9% | +18.8% | -32.7% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling