+97.9%
BAC vs VFC
+50.0%
+47.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.5% |
| 7D | +3.2% | +1.6% | +1.6% | +3.0% |
| 30D | -0.7% | +25.5% | -26.2% | -4.4% |
| 3M | -20.0% | +41.3% | -61.3% | -24.6% |
| 6M | +3.4% | +22.2% | -18.8% | -0.8% |
| YTD | -5.7% | +16.4% | -22.2% | -9.1% |
| 1Y | -1.4% | +38.4% | -39.9% | -7.7% |
| 3Y | +97.9% | +56.2% | +41.7% | +71.5% |
| All | +97.9% | +50.0% | +47.9% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling