+399.1%
BAC vs V
+388.0%
+11.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +1.1% | -1.7% | +2.8% | +2.2% |
| 30D | -0.4% | +2.0% | -2.4% | -1.8% |
| 3M | +16.9% | +17.4% | -0.5% | +4.4% |
| 6M | +26.6% | +17.5% | +9.1% | +12.3% |
| YTD | +15.8% | +7.6% | +8.2% | +8.8% |
| 1Y | +27.2% | +7.7% | +19.5% | +18.9% |
| 3Y | +132.4% | +54.7% | +77.7% | +66.0% |
| 5Y | +72.6% | +73.0% | -0.5% | +10.6% |
| All | +399.1% | +388.0% | +11.1% | +89.2% |
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