+127.6%
BAC vs V
+2,773.8%
-2,646.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | +1.1% | -1.7% | +2.8% | +2.5% |
| 30D | -0.4% | +2.0% | -2.4% | -2.2% |
| 3M | +16.9% | +17.4% | -0.5% | +1.6% |
| 6M | +26.6% | +17.5% | +9.1% | +9.1% |
| YTD | +15.8% | +7.6% | +8.2% | +6.9% |
| 1Y | +27.2% | +7.7% | +19.5% | +16.6% |
| 3Y | +132.4% | +54.7% | +77.7% | +53.4% |
| 5Y | +72.6% | +73.0% | -0.5% | -0.9% |
| 10Y | +389.7% | +390.9% | -1.1% | +3.1% |
| All | +127.6% | +2,773.8% | -2,646.2% | -92.3% |
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 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