+131.4%
VMC vs BN
+281.2%
-149.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -4.3% | -2.4% | -1.9% | -3.1% |
| 30D | +16.2% | +13.5% | +2.7% | +8.9% |
| 3M | -0.8% | -5.9% | +5.1% | +2.3% |
| 6M | +1.2% | -8.9% | +10.1% | +5.9% |
| YTD | +0.5% | -7.9% | +8.3% | +3.6% |
| 1Y | -2.9% | -8.3% | +5.4% | +0.3% |
| 3Y | +37.3% | +100.8% | -63.4% | -9.4% |
| 5Y | +48.8% | +38.2% | +10.6% | +17.2% |
| 10Y | +131.4% | +302.3% | -170.9% | +7.6% |
| All | +131.4% | +281.2% | -149.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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