+452.3%
VMO vs SPY
+3,059.5%
-2,607.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.6% | -0.4% | -0.3% | -0.6% |
| 30D | -3.0% | -1.4% | -1.6% | -2.7% |
| 3M | -1.3% | +3.7% | -5.0% | -2.0% |
| 6M | -0.3% | +13.0% | -13.3% | -2.7% |
| YTD | +3.5% | +12.4% | -8.9% | +1.1% |
| 1Y | +8.4% | +18.5% | -10.1% | +4.7% |
| 3Y | +31.2% | +77.6% | -46.4% | +16.6% |
| 5Y | -7.5% | +81.7% | -89.2% | -18.7% |
| 10Y | +16.5% | +319.7% | -303.1% | -13.3% |
| All | +452.3% | +3,059.5% | -2,607.2% | +155.9% |
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