+720.2%
VMC vs BAH
+1,084.3%
-364.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | +1.1% | +0.5% | +0.7% | +1.0% |
| 30D | +17.7% | +18.2% | -0.5% | +12.6% |
| 3M | +1.1% | +13.1% | -12.0% | -2.5% |
| 6M | +1.8% | +15.2% | -13.4% | -2.9% |
| YTD | +1.5% | +6.0% | -4.5% | -2.0% |
| 1Y | -1.1% | +3.1% | -4.2% | -4.0% |
| 3Y | +38.8% | -26.2% | +65.0% | +42.4% |
| 5Y | +49.6% | +9.3% | +40.2% | +34.0% |
| 10Y | +130.6% | +212.3% | -81.7% | +40.4% |
| All | +720.2% | +1,084.3% | -364.0% | +199.6% |
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