+47.7%
VMC vs BB
-25.5%
+73.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.1% |
| 7D | -5.3% | +1.8% | -7.2% | -5.5% |
| 30D | -12.3% | -12.2% | 0.0% | -11.0% |
| 3M | -10.3% | -12.3% | +2.1% | -10.0% |
| 6M | -8.6% | +122.7% | -131.3% | -20.6% |
| YTD | -11.9% | +104.5% | -116.4% | -22.6% |
| 1Y | -13.9% | +106.7% | -120.6% | -25.0% |
| 3Y | +18.2% | +70.0% | -51.8% | +1.5% |
| 5Y | +47.7% | -27.8% | +75.5% | +44.5% |
| All | +47.7% | -25.5% | +73.2% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling