-3.4%
BAC vs VFC
+42.4%
-45.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.8% |
| 7D | +2.0% | +7.7% | -5.7% | +0.7% |
| 30D | -6.9% | +39.2% | -46.1% | -12.3% |
| 3M | -19.6% | +40.3% | -59.8% | -24.4% |
| 6M | -0.5% | +11.4% | -11.8% | -2.3% |
| YTD | -6.6% | +17.5% | -24.1% | -9.7% |
| All | -3.4% | +42.4% | -45.7% | -10.4% |
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