+616.4%
VMC vs BUD
+201.1%
+415.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -4.3% | +0.3% | -4.6% | -4.5% |
| 30D | -8.2% | -5.7% | -2.6% | -5.9% |
| 3M | -7.0% | +3.1% | -10.2% | -8.6% |
| 6M | -10.8% | +7.9% | -18.6% | -14.3% |
| YTD | -7.4% | +27.3% | -34.7% | -17.5% |
| 1Y | -9.5% | +37.8% | -47.3% | -22.4% |
| 3Y | +20.5% | +49.8% | -29.4% | -3.7% |
| 5Y | +51.6% | +43.8% | +7.7% | +21.0% |
| 10Y | +150.0% | -22.6% | +172.7% | +147.4% |
| All | +616.4% | +201.1% | +415.3% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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