+397.7%
BAC vs VFC
-69.4%
+467.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | +0.6% | -2.3% | +3.0% | +1.4% |
| 30D | -1.4% | -13.4% | +12.0% | +3.2% |
| 3M | +15.7% | -23.7% | +39.4% | +24.8% |
| 6M | +32.2% | -24.5% | +56.6% | +41.9% |
| YTD | +15.8% | -27.8% | +43.6% | +25.7% |
| 1Y | +27.3% | -13.5% | +40.7% | +27.7% |
| 3Y | +137.5% | -27.1% | +164.6% | +113.5% |
| 5Y | +73.1% | -79.0% | +152.1% | +192.2% |
| 10Y | +397.7% | -68.7% | +466.5% | +604.7% |
| All | +397.7% | -69.4% | +467.1% | +604.7% |
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