+53.7%
VMC vs BBAI
-71.8%
+125.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -3.7% | -5.4% | +1.7% | -3.6% |
| 30D | -12.8% | -15.3% | +2.6% | -12.6% |
| 3M | -7.9% | -29.9% | +21.9% | -7.5% |
| 6M | -7.5% | -30.7% | +23.2% | -7.2% |
| YTD | -11.6% | -47.8% | +36.1% | -11.0% |
| 1Y | -14.3% | -40.4% | +26.1% | -14.0% |
| 3Y | +18.5% | +66.9% | -48.4% | +16.3% |
| 5Y | +46.8% | -71.4% | +118.1% | +45.3% |
| All | +53.7% | -71.8% | +125.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBAI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling