+1,227.8%
BE vs VMC
+48.3%
+1,179.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -0.1% |
| 7D | +23.9% | -5.3% | +29.3% | +29.6% |
| 30D | +27.8% | -12.3% | +40.1% | +42.0% |
| 3M | +3.7% | -10.3% | +14.0% | +10.6% |
| 6M | +78.0% | -8.6% | +86.5% | +85.8% |
| YTD | +209.9% | -11.9% | +221.8% | +231.2% |
| 1Y | +389.6% | -13.9% | +403.5% | +441.1% |
| 3Y | +1,730.6% | +18.2% | +1,712.4% | +1,292.2% |
| 5Y | +1,227.8% | +47.7% | +1,180.1% | +744.7% |
| All | +1,227.8% | +48.3% | +1,179.6% | +744.7% |
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