-1.5%
BAC vs VFC
+52.5%
-54.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.5% | +3.3% |
| 7D | +1.5% | +21.5% | -19.9% | -1.6% |
| 30D | -4.4% | +46.7% | -51.1% | -10.2% |
| 3M | -17.5% | +38.4% | -55.9% | -21.8% |
| 6M | -0.1% | +15.2% | -15.3% | -2.6% |
| YTD | -4.6% | +17.8% | -22.4% | -7.1% |
| 1Y | -1.5% | +55.6% | -57.1% | -6.5% |
| All | -1.5% | +52.5% | -54.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling