+40.9%
BP vs VMC
-15.3%
+56.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.0% | +0.9% |
| 7D | +4.0% | -5.3% | +9.3% | +2.5% |
| 30D | +7.8% | -12.3% | +20.1% | +4.4% |
| 3M | +8.4% | -10.3% | +18.6% | +5.8% |
| 6M | +15.1% | -8.6% | +23.6% | +13.3% |
| YTD | +36.4% | -11.9% | +48.3% | +33.0% |
| 1Y | +40.9% | -13.9% | +54.8% | +37.5% |
| All | +40.9% | -15.3% | +56.2% | +37.5% |
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