+233.0%
BAC vs VEU
+149.7%
+83.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -1.9% | -0.5% | -1.3% | -1.3% |
| 30D | -7.2% | -1.0% | -6.2% | -6.1% |
| 3M | -20.4% | -3.6% | -16.8% | -17.3% |
| 6M | +1.3% | -1.2% | +2.4% | +1.5% |
| YTD | -6.4% | +12.0% | -18.4% | -19.6% |
| 1Y | -3.5% | +13.9% | -17.4% | -18.8% |
| 3Y | +96.7% | +71.3% | +25.4% | -0.6% |
| 5Y | +20.6% | +50.3% | -29.7% | -27.8% |
| 10Y | +233.0% | +150.3% | +82.7% | +12.0% |
| All | +233.0% | +149.7% | +83.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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