+461.4%
BE vs VMC
+46.4%
+415.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -3.8% |
| 7D | -13.4% | +1.1% | -14.5% | -13.9% |
| 30D | -33.9% | +17.7% | -51.6% | -42.4% |
| 3M | -12.0% | +1.1% | -13.0% | -13.6% |
| 6M | -29.0% | +1.8% | -30.8% | -32.3% |
| YTD | +113.4% | +1.5% | +111.9% | +101.6% |
| 1Y | +33.2% | -1.1% | +34.3% | +30.2% |
| 3Y | +1,659.2% | +38.8% | +1,620.4% | +1,066.3% |
| 5Y | +461.4% | +49.6% | +411.8% | +226.9% |
| All | +461.4% | +46.4% | +415.0% | +226.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling