+34.3%
BP vs VMC
-8.5%
+42.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.8% |
| 7D | +3.9% | -4.3% | +8.3% | +2.8% |
| 30D | +7.6% | -8.2% | +15.9% | +5.4% |
| 3M | +0.7% | -7.0% | +7.7% | -0.6% |
| 6M | +15.5% | -10.8% | +26.2% | +15.1% |
| YTD | +30.8% | -7.4% | +38.2% | +29.4% |
| 1Y | +34.3% | -9.5% | +43.8% | +32.9% |
| All | +34.3% | -8.5% | +42.8% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling