+911.5%
BE vs VMC
+131.4%
+780.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.4% | +6.6% |
| 7D | +20.0% | -4.3% | +24.3% | +24.1% |
| 30D | +7.9% | -8.2% | +16.2% | +15.1% |
| 3M | -13.2% | -7.0% | -6.2% | -9.9% |
| 6M | +53.5% | -10.8% | +64.2% | +65.2% |
| YTD | +191.0% | -7.4% | +198.4% | +200.2% |
| 1Y | +360.5% | -9.5% | +370.0% | +388.4% |
| 3Y | +1,568.0% | +20.5% | +1,547.5% | +1,245.5% |
| 5Y | +1,055.2% | +51.6% | +1,003.6% | +679.6% |
| All | +911.5% | +131.4% | +780.1% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling