+84.0%
BAC vs V
+3,147.1%
-3,063.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +2.1% | +0.8% | +1.3% | +1.4% |
| 30D | -6.7% | +9.9% | -16.6% | -13.9% |
| 3M | -20.2% | +17.5% | -37.7% | -30.6% |
| 6M | -0.2% | +33.5% | -33.7% | -22.4% |
| YTD | -6.4% | +21.6% | -27.9% | -22.1% |
| 1Y | -3.1% | +27.6% | -30.7% | -22.8% |
| 3Y | +96.7% | +76.4% | +20.3% | +16.2% |
| 5Y | +21.3% | +103.8% | -82.5% | -39.0% |
| 10Y | +237.7% | +455.5% | -217.8% | -35.9% |
| All | +84.0% | +3,147.1% | -3,063.1% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling