+52.7%
VMC vs BAH
-2.8%
+55.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -0.5% | -4.3% | +3.8% | +0.2% |
| 30D | -9.1% | -4.5% | -4.6% | -8.4% |
| 3M | -4.1% | -7.6% | +3.5% | -3.0% |
| 6M | -5.5% | -10.6% | +5.1% | -4.2% |
| YTD | -8.9% | -12.6% | +3.6% | -7.7% |
| 1Y | -12.9% | -27.0% | +14.0% | -8.8% |
| 3Y | +22.1% | -31.5% | +53.6% | +22.9% |
| 5Y | +52.7% | -3.8% | +56.5% | +38.7% |
| All | +52.7% | -2.8% | +55.5% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling