+140.1%
BP vs VMC
+126.5%
+13.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | +2.5% | -1.7% | +4.2% | +3.0% |
| 30D | -5.6% | +15.3% | -20.8% | -10.1% |
| 3M | +8.0% | +0.3% | +7.7% | +7.3% |
| 6M | +5.7% | +0.9% | +4.8% | +3.7% |
| YTD | +36.8% | -1.0% | +37.9% | +33.5% |
| 1Y | +30.7% | -4.3% | +35.0% | +29.0% |
| 3Y | +51.6% | +35.3% | +16.3% | +26.9% |
| 5Y | +112.2% | +44.4% | +67.8% | +68.3% |
| All | +140.1% | +126.5% | +13.6% | +44.3% |
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