+133.9%
BP vs VMC
+146.8%
-12.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.0% | +2.8% |
| 7D | +4.0% | -5.3% | +9.3% | +5.8% |
| 30D | +7.8% | -12.3% | +20.1% | +12.2% |
| 3M | +8.4% | -10.3% | +18.6% | +11.1% |
| 6M | +15.1% | -8.6% | +23.6% | +16.3% |
| YTD | +36.4% | -11.9% | +48.3% | +38.7% |
| 1Y | +40.9% | -13.9% | +54.8% | +44.1% |
| 3Y | +38.8% | +18.2% | +20.7% | +22.2% |
| 5Y | +141.1% | +47.7% | +93.3% | +87.5% |
| 10Y | +133.9% | +152.5% | -18.6% | +43.6% |
| All | +133.9% | +146.8% | -12.8% | +43.6% |
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 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