+263.2%
BAC vs V
+455.6%
-192.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +2.2% | -3.4% | -2.6% |
| 30D | -7.7% | +13.6% | -21.2% | -15.3% |
| 3M | -21.2% | +14.3% | -35.5% | -28.2% |
| 6M | -6.8% | +33.1% | -39.9% | -23.8% |
| YTD | -8.7% | +21.2% | -29.9% | -21.0% |
| 1Y | -5.3% | +26.4% | -31.7% | -20.5% |
| 3Y | +87.4% | +77.6% | +9.9% | +21.8% |
| 5Y | +18.9% | +102.6% | -83.7% | -31.4% |
| All | +263.2% | +455.6% | -192.4% | +31.3% |
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