+419.6%
VMC vs BIDU
+1,083.9%
-664.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | -1.3% | -4.6% | +3.3% | -0.4% |
| 30D | +15.5% | -4.5% | +20.0% | +16.4% |
| 3M | +0.6% | -25.4% | +25.9% | +6.0% |
| 6M | +2.1% | -48.1% | +50.1% | +14.7% |
| YTD | -1.6% | -40.2% | +38.6% | +6.5% |
| 1Y | -1.2% | -35.2% | +34.1% | +5.0% |
| 3Y | +35.3% | -27.1% | +62.4% | +35.1% |
| 5Y | +43.6% | -54.2% | +97.8% | +47.8% |
| 10Y | +126.7% | -52.0% | +178.8% | +111.4% |
| All | +419.6% | +1,083.9% | -664.3% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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