+47.7%
VMC vs BN
+33.2%
+14.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.3% | -2.4% |
| 7D | -5.3% | -3.0% | -2.3% | -4.0% |
| 30D | -12.3% | -13.0% | +0.7% | -6.4% |
| 3M | -10.3% | -15.2% | +5.0% | -3.1% |
| 6M | -8.6% | -5.9% | -2.6% | -6.4% |
| YTD | -11.9% | -15.8% | +3.9% | -5.4% |
| 1Y | -13.9% | -12.2% | -1.7% | -9.7% |
| 3Y | +18.2% | +72.2% | -54.0% | -13.4% |
| 5Y | +47.7% | +33.2% | +14.5% | +23.7% |
| All | +47.7% | +33.2% | +14.6% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling