+38.4%
VMD vs SPY
+81.8%
-43.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.9% |
| 7D | -0.1% | +0.5% | -0.7% | -0.4% |
| 30D | -9.7% | -0.9% | -8.7% | -9.2% |
| 3M | -11.4% | +3.9% | -15.3% | -13.7% |
| 6M | +0.1% | +14.5% | -14.4% | -8.3% |
| YTD | +18.3% | +12.9% | +5.4% | +9.2% |
| 1Y | +27.9% | +19.4% | +8.6% | +14.1% |
| 3Y | +18.8% | +78.5% | -59.7% | -17.1% |
| 5Y | +38.4% | +81.8% | -43.3% | -2.7% |
| All | +38.4% | +81.8% | -43.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling