+29.3%
VMD vs SPY
+191.6%
-162.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -7.5% | +0.1% | -7.6% | -7.6% |
| 3M | -7.7% | +2.0% | -9.7% | -9.4% |
| 6M | 0.0% | +13.0% | -13.0% | -8.9% |
| YTD | +22.2% | +13.5% | +8.7% | +10.9% |
| 1Y | +33.1% | +20.0% | +13.2% | +16.2% |
| 3Y | +12.0% | +77.2% | -65.2% | -26.7% |
| 5Y | +37.4% | +81.9% | -44.5% | -12.0% |
| All | +29.3% | +191.6% | -162.2% | -38.0% |
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