+2,681.6%
VMC vs SPY
+3,091.8%
-410.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -8.2% | +0.1% | -8.3% | -8.3% |
| 3M | -7.0% | +2.0% | -9.0% | -8.8% |
| 6M | -10.8% | +13.0% | -23.8% | -20.2% |
| YTD | -7.4% | +13.5% | -20.9% | -17.6% |
| 1Y | -9.5% | +20.0% | -29.5% | -23.5% |
| 3Y | +20.5% | +77.2% | -56.7% | -29.1% |
| 5Y | +51.6% | +81.9% | -30.3% | -12.6% |
| 10Y | +150.0% | +314.1% | -164.0% | -31.6% |
| All | +2,681.6% | +3,091.8% | -410.2% | +202.0% |
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