-78.2%
VRM vs SPY
+25.5%
-103.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +1.7% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -27.3% | -3.3% | -24.0% | -25.3% |
| 3M | -26.5% | -2.4% | -24.1% | -25.0% |
| 6M | -45.1% | +2.6% | -47.7% | -46.4% |
| YTD | -66.0% | +11.2% | -77.2% | -69.2% |
| 1Y | -71.4% | +13.4% | -84.8% | -74.4% |
| All | -78.2% | +25.5% | -103.7% | -79.1% |
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