+21.2%
VMC vs BIYA
-99.9%
+121.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -1.7% | +10.0% | -11.7% | -1.7% |
| 30D | +15.3% | -17.7% | +32.9% | +15.2% |
| 3M | +0.3% | -55.0% | +55.3% | +0.2% |
| 6M | +0.9% | -85.1% | +86.0% | +1.1% |
| YTD | -1.0% | -96.9% | +95.9% | 0.0% |
| 1Y | -4.3% | -98.5% | +94.2% | -3.2% |
| All | +21.2% | -99.9% | +121.1% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling