+2,948.6%
VMC vs SPY
+3,015.5%
-66.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +1.1% | -0.6% | +1.7% | +1.7% |
| 30D | +17.7% | -3.7% | +21.4% | +21.7% |
| 3M | +1.1% | -2.7% | +3.8% | +3.6% |
| 6M | +1.8% | +2.2% | -0.3% | -0.3% |
| YTD | +1.5% | +10.8% | -9.3% | -7.7% |
| 1Y | -1.1% | +11.2% | -12.4% | -10.4% |
| 3Y | +38.8% | +76.5% | -37.7% | -18.2% |
| 5Y | +49.6% | +72.9% | -23.4% | -9.8% |
| 10Y | +130.6% | +304.8% | -174.2% | -35.8% |
| All | +2,948.6% | +3,015.5% | -66.9% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling