+1,064.4%
BAC vs VFC
+1,340.0%
-275.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.2% | +11.2% | -12.4% | -5.7% |
| 30D | -7.7% | +41.5% | -49.2% | -20.7% |
| 3M | -21.2% | +38.9% | -60.1% | -32.1% |
| 6M | -6.8% | +6.1% | -13.0% | -11.7% |
| YTD | -8.7% | +14.5% | -23.2% | -17.4% |
| 1Y | -5.3% | +46.0% | -51.2% | -23.5% |
| 3Y | +87.4% | +36.4% | +51.1% | +24.5% |
| 5Y | +18.9% | -67.5% | +86.5% | +52.5% |
| 10Y | +273.3% | -45.8% | +319.1% | +246.8% |
| All | +1,064.4% | +1,340.0% | -275.6% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling