+742.2%
VMC vs BB
+258.8%
+483.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -4.3% | -5.6% | +1.3% | -3.8% |
| 30D | -8.2% | -11.8% | +3.6% | -7.2% |
| 3M | -7.0% | -25.5% | +18.5% | -5.1% |
| 6M | -10.8% | +121.3% | -132.0% | -19.2% |
| YTD | -7.4% | +103.2% | -110.6% | -15.4% |
| 1Y | -9.5% | +102.6% | -112.1% | -17.6% |
| 3Y | +20.5% | +37.5% | -17.0% | +10.3% |
| 5Y | +51.6% | -30.4% | +82.0% | +45.6% |
| 10Y | +150.0% | 0.0% | +150.0% | +108.1% |
| All | +742.2% | +258.8% | +483.3% | +614.6% |
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