+38.8%
VMC vs BAH
-25.7%
+64.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.8% |
| 7D | +1.1% | +0.5% | +0.7% | +1.1% |
| 30D | +17.7% | +18.2% | -0.5% | +15.3% |
| 3M | +1.1% | +13.1% | -12.0% | -0.6% |
| 6M | +1.8% | +15.2% | -13.4% | -0.3% |
| YTD | +1.5% | +6.0% | -4.5% | 0.0% |
| 1Y | -1.1% | +3.1% | -4.2% | -2.3% |
| 3Y | +38.8% | -26.2% | +65.0% | +39.7% |
| All | +38.8% | -25.7% | +64.4% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling