+127.0%
VMC vs BB
+24.8%
+102.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | -1.7% | +9.0% | -10.6% | -2.5% |
| 30D | +15.3% | +7.7% | +7.6% | +14.1% |
| 3M | +0.3% | +4.0% | -3.7% | -0.6% |
| 6M | +0.9% | +46.6% | -45.7% | -4.8% |
| YTD | -1.0% | +140.6% | -141.7% | -11.8% |
| 1Y | -4.3% | +103.1% | -107.4% | -13.4% |
| 3Y | +35.3% | +150.5% | -115.2% | +15.8% |
| 5Y | +44.4% | -15.4% | +59.8% | +33.9% |
| All | +127.0% | +24.8% | +102.2% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling