+214.5%
BAC vs VFC
-50.3%
+264.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.6% | +0.6% |
| 7D | +1.5% | -1.4% | +2.9% | +2.0% |
| 30D | -6.4% | +24.6% | -31.0% | -13.0% |
| 3M | -21.7% | +38.4% | -60.1% | -29.9% |
| 6M | +0.5% | +15.3% | -14.8% | -5.9% |
| YTD | -6.7% | +12.7% | -19.4% | -12.7% |
| 1Y | -4.7% | +32.7% | -37.3% | -16.0% |
| 3Y | +96.1% | +43.7% | +52.4% | +39.5% |
| 5Y | +21.7% | -69.2% | +90.9% | +84.6% |
| All | +214.5% | -50.3% | +264.7% | +293.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling