+24.6%
VMD vs SPY
+186.9%
-162.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -2.9% | -2.0% | -0.9% | -1.5% |
| 30D | -5.7% | -1.7% | -4.1% | -4.6% |
| 3M | -13.6% | +4.7% | -18.4% | -16.7% |
| 6M | -7.9% | +12.5% | -20.4% | -15.8% |
| YTD | +17.8% | +11.7% | +6.0% | +8.1% |
| 1Y | +32.6% | +17.5% | +15.1% | +17.4% |
| 3Y | +18.2% | +76.6% | -58.3% | -22.4% |
| 5Y | +40.7% | +82.0% | -41.4% | -10.2% |
| All | +24.6% | +186.9% | -162.2% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling