+1,360.9%
BP vs VMC
+3,567.9%
-2,206.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -6.3% | +1.1% | -7.5% | -6.7% |
| 30D | -3.6% | +17.7% | -21.3% | -8.4% |
| 3M | +5.2% | +1.1% | +4.2% | +4.4% |
| 6M | +5.3% | +1.8% | +3.5% | +3.3% |
| YTD | +33.1% | +1.5% | +31.6% | +29.5% |
| 1Y | +26.3% | -1.1% | +27.4% | +23.7% |
| 3Y | +47.5% | +38.8% | +8.7% | +27.9% |
| 5Y | +106.2% | +49.6% | +56.6% | +71.5% |
| 10Y | +127.0% | +130.6% | -3.7% | +59.2% |
| All | +1,360.9% | +3,567.9% | -2,206.9% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling