+96.6%
BAC vs V
+76.6%
+20.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.1% | +0.8% | +1.3% | +1.7% |
| 30D | -6.7% | +9.9% | -16.6% | -10.7% |
| 3M | -20.2% | +17.5% | -37.7% | -26.1% |
| 6M | -0.2% | +33.5% | -33.7% | -13.4% |
| YTD | -6.4% | +21.6% | -27.9% | -15.0% |
| 1Y | -3.1% | +27.6% | -30.7% | -14.4% |
| All | +96.6% | +76.6% | +20.0% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling