+21.3%
BAC vs VEU
+48.8%
-27.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.8% |
| 7D | +2.1% | +0.5% | +1.5% | +1.6% |
| 30D | -6.7% | -2.3% | -4.4% | -4.8% |
| 3M | -20.2% | -4.4% | -15.8% | -17.1% |
| 6M | -0.2% | -2.2% | +2.0% | +1.0% |
| YTD | -6.4% | +10.9% | -17.3% | -16.5% |
| 1Y | -3.1% | +13.4% | -16.5% | -15.3% |
| 3Y | +96.7% | +69.7% | +27.0% | +12.4% |
| 5Y | +21.3% | +50.0% | -28.7% | -19.8% |
| All | +21.3% | +48.8% | -27.6% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling