+737.9%
BE vs VMC
+151.0%
+586.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.0% | +14.0% | +13.8% |
| 7D | +4.5% | -4.3% | +8.8% | +8.9% |
| 30D | -20.1% | +16.2% | -36.3% | -29.8% |
| 3M | -0.8% | -0.8% | 0.0% | -1.5% |
| 6M | -26.2% | +1.2% | -27.4% | -29.3% |
| YTD | +141.1% | +0.5% | +140.6% | +130.7% |
| 1Y | +64.8% | -2.9% | +67.7% | +63.9% |
| 3Y | +1,887.4% | +37.3% | +1,850.0% | +1,324.1% |
| 5Y | +518.1% | +48.8% | +469.3% | +317.5% |
| All | +737.9% | +151.0% | +586.8% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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