+800.1%
VMC vs BB
+325.0%
+475.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | -1.7% | +9.0% | -10.6% | -2.6% |
| 30D | +15.3% | +7.7% | +7.6% | +14.1% |
| 3M | +0.3% | +4.0% | -3.7% | -0.7% |
| 6M | +0.9% | +46.6% | -45.7% | -4.7% |
| YTD | -1.0% | +140.6% | -141.7% | -11.5% |
| 1Y | -4.3% | +103.1% | -107.4% | -13.1% |
| 3Y | +35.3% | +150.5% | -115.2% | +16.5% |
| 5Y | +44.4% | -15.4% | +59.8% | +35.7% |
| 10Y | +128.0% | +25.4% | +102.6% | +84.7% |
| All | +800.1% | +325.0% | +475.1% | +647.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling