+16.9%
VMO vs SPY
+322.5%
-305.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -3.8% | -1.1% | -2.7% | -3.5% |
| 3M | -1.9% | +3.9% | -5.8% | -2.9% |
| 6M | -0.6% | +13.6% | -14.2% | -3.8% |
| YTD | +3.2% | +12.7% | -9.5% | 0.0% |
| 1Y | +6.7% | +17.5% | -10.8% | +2.3% |
| 3Y | +30.7% | +76.9% | -46.2% | +11.9% |
| 5Y | -8.2% | +83.6% | -91.7% | -22.7% |
| All | +16.9% | +322.5% | -305.5% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling