+28.4%
VMI vs SPY
+20.8%
+7.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -3.0% | +0.1% | -3.1% | -3.1% |
| 3M | -11.5% | +2.0% | -13.5% | -13.8% |
| 6M | +7.0% | +13.0% | -6.0% | -8.6% |
| YTD | +20.1% | +13.5% | +6.5% | +1.8% |
| 1Y | +28.4% | +20.0% | +8.4% | -4.0% |
| All | +28.4% | +20.8% | +7.6% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling