+7,282.9%
VMI vs SPY
+3,091.8%
+4,191.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -3.0% | +0.1% | -3.1% | -3.1% |
| 3M | -11.5% | +2.0% | -13.5% | -13.1% |
| 6M | +7.0% | +13.0% | -6.0% | -4.5% |
| YTD | +20.1% | +13.5% | +6.5% | +6.8% |
| 1Y | +28.4% | +20.0% | +8.4% | +8.6% |
| 3Y | +92.9% | +77.2% | +15.7% | +13.3% |
| 5Y | +105.0% | +81.9% | +23.2% | +16.7% |
| 10Y | +300.2% | +314.1% | -13.8% | +6.4% |
| All | +7,282.9% | +3,091.8% | +4,191.1% | +450.3% |
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