+47.8%
VMC vs SPYG
+85.2%
-37.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.3% |
| 7D | -3.8% | -0.9% | -2.9% | -3.2% |
| 30D | -9.7% | -1.5% | -8.2% | -8.8% |
| 3M | -9.6% | +3.7% | -13.4% | -12.1% |
| 6M | -4.8% | +16.4% | -21.3% | -14.7% |
| YTD | -10.9% | +13.3% | -24.2% | -18.7% |
| 1Y | -15.6% | +17.9% | -33.5% | -25.3% |
| 3Y | +19.3% | +98.3% | -79.0% | -29.5% |
| All | +47.8% | +85.2% | -37.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling