-13.9%
VMC vs BAH
-26.7%
+12.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -5.3% | -1.3% | -4.0% | -5.2% |
| 30D | -12.3% | -6.6% | -5.6% | -11.7% |
| 3M | -10.3% | -7.2% | -3.1% | -9.7% |
| 6M | -8.6% | -10.0% | +1.4% | -7.9% |
| YTD | -11.9% | -12.5% | +0.6% | -11.1% |
| 1Y | -13.9% | -27.9% | +14.0% | -12.9% |
| All | -13.9% | -26.7% | +12.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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