+6,392.7%
VMI vs SPY
+3,045.4%
+3,347.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +6.2% | +3.3% | +2.9% | +3.0% |
| 30D | -10.4% | -2.7% | -7.8% | -8.1% |
| 3M | -14.1% | -1.7% | -12.4% | -12.7% |
| 6M | -17.5% | +3.1% | -20.6% | -19.8% |
| YTD | +5.6% | +11.9% | -6.3% | -4.9% |
| 1Y | +3.7% | +12.0% | -8.3% | -6.5% |
| 3Y | +114.6% | +78.2% | +36.5% | +25.2% |
| 5Y | +73.2% | +73.2% | 0.0% | +3.1% |
| 10Y | +235.8% | +309.6% | -73.9% | -10.0% |
| All | +6,392.7% | +3,045.4% | +3,347.3% | +390.4% |
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