+813.6%
VMC vs BB
+338.1%
+475.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.3% |
| 7D | -4.3% | +7.3% | -11.6% | -5.0% |
| 30D | +16.2% | +11.2% | +5.0% | +14.6% |
| 3M | -0.8% | +4.7% | -5.5% | -1.8% |
| 6M | +1.2% | +51.1% | -50.0% | -4.7% |
| YTD | +0.5% | +148.0% | -147.6% | -10.5% |
| 1Y | -2.9% | +106.1% | -109.0% | -12.0% |
| 3Y | +37.3% | +158.2% | -120.9% | +17.9% |
| 5Y | +48.8% | -10.8% | +59.6% | +39.1% |
| 10Y | +131.4% | +29.3% | +102.1% | +86.9% |
| All | +813.6% | +338.1% | +475.5% | +656.2% |
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