+22.1%
VMC vs BN
+79.0%
-56.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -0.5% |
| 7D | -0.5% | -1.2% | +0.6% | -0.1% |
| 30D | -9.1% | -10.9% | +1.8% | -4.6% |
| 3M | -4.1% | -11.1% | +6.9% | +0.7% |
| 6M | -5.5% | -4.4% | -1.2% | -4.2% |
| YTD | -8.9% | -14.1% | +5.2% | -3.6% |
| 1Y | -12.9% | -11.1% | -1.9% | -9.5% |
| 3Y | +22.1% | +75.6% | -53.4% | -5.0% |
| All | +22.1% | +79.0% | -56.9% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling