+233.1%
BAC vs V
+457.4%
-224.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +2.1% | +0.8% | +1.3% | +1.6% |
| 30D | -6.7% | +9.9% | -16.6% | -12.5% |
| 3M | -20.2% | +17.5% | -37.7% | -28.7% |
| 6M | -0.2% | +33.5% | -33.7% | -18.5% |
| YTD | -6.4% | +21.6% | -27.9% | -19.1% |
| 1Y | -3.1% | +27.6% | -30.7% | -19.2% |
| 3Y | +96.7% | +76.4% | +20.3% | +28.4% |
| 5Y | +21.3% | +103.8% | -82.5% | -30.4% |
| All | +233.1% | +457.4% | -224.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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