+8.2%
VMC vs BIYA
-99.8%
+108.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -3.7% | -1.3% | -2.4% | -3.7% |
| 30D | -12.8% | -15.9% | +3.2% | -12.8% |
| 3M | -7.9% | -81.2% | +73.3% | -7.6% |
| 6M | -7.5% | -88.2% | +80.7% | -6.9% |
| YTD | -11.6% | -94.1% | +82.5% | -10.7% |
| 1Y | -14.3% | -98.7% | +84.4% | -12.9% |
| All | +8.2% | -99.8% | +108.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling