+135.8%
BP vs VMC
+52.4%
+83.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.6% |
| 7D | +0.9% | -0.5% | +1.5% | +1.0% |
| 30D | +9.1% | -9.1% | +18.2% | +10.3% |
| 3M | +3.9% | -4.1% | +8.1% | +3.9% |
| 6M | +13.6% | -5.5% | +19.2% | +13.5% |
| YTD | +34.0% | -8.9% | +42.9% | +34.1% |
| 1Y | +39.2% | -12.9% | +52.1% | +40.4% |
| 3Y | +36.4% | +22.1% | +14.3% | +24.6% |
| 5Y | +135.8% | +52.7% | +83.1% | +101.7% |
| All | +135.8% | +52.4% | +83.4% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling