+136.4%
BAC vs VEU
+77.0%
+59.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +1.2% | +1.7% | -0.5% | 0.0% |
| 30D | -0.7% | +1.0% | -1.7% | -1.5% |
| 3M | +16.9% | +5.6% | +11.3% | +12.1% |
| 6M | +29.6% | +13.7% | +15.9% | +16.8% |
| YTD | +15.3% | +17.7% | -2.5% | +0.5% |
| 1Y | +28.8% | +25.8% | +3.1% | +6.1% |
| 3Y | +136.4% | +77.1% | +59.3% | +33.4% |
| All | +136.4% | +77.0% | +59.4% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling