+820.1%
VMC vs SPYG
+561.6%
+258.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.3% |
| 7D | -0.5% | +1.2% | -1.7% | -1.5% |
| 30D | -9.1% | -1.6% | -7.5% | -8.0% |
| 3M | -4.1% | +3.4% | -7.5% | -7.1% |
| 6M | -5.5% | +18.9% | -24.4% | -18.3% |
| YTD | -8.9% | +13.8% | -22.7% | -18.6% |
| 1Y | -12.9% | +20.6% | -33.5% | -25.9% |
| 3Y | +22.1% | +100.5% | -78.4% | -32.3% |
| 5Y | +52.7% | +84.6% | -31.9% | -10.6% |
| 10Y | +152.7% | +410.8% | -258.1% | -38.0% |
| All | +820.1% | +561.6% | +258.4% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling