-4.3%
VMC vs BB
+100.9%
-105.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.4% |
| 7D | -1.7% | +9.0% | -10.6% | -1.8% |
| 30D | +15.3% | +7.7% | +7.6% | +14.9% |
| 3M | +0.3% | +4.0% | -3.7% | 0.0% |
| 6M | +0.9% | +46.6% | -45.7% | -2.0% |
| YTD | -1.0% | +140.6% | -141.7% | -7.6% |
| 1Y | -4.3% | +103.1% | -107.4% | -10.0% |
| All | -4.3% | +100.9% | -105.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling