+648.4%
VMC vs BAH
+886.2%
-237.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -4.3% | -3.2% | -1.1% | -3.5% |
| 30D | -8.2% | +2.0% | -10.3% | -8.8% |
| 3M | -7.0% | -7.6% | +0.6% | -5.6% |
| 6M | -10.8% | -5.7% | -5.1% | -10.5% |
| YTD | -7.4% | -11.7% | +4.3% | -6.0% |
| 1Y | -9.5% | -27.4% | +17.9% | -3.6% |
| 3Y | +20.5% | -32.5% | +53.0% | +26.2% |
| 5Y | +51.6% | -3.3% | +54.9% | +40.1% |
| 10Y | +150.0% | +186.0% | -36.0% | +55.0% |
| All | +648.4% | +886.2% | -237.8% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling