+1,376.8%
BAC vs VFC
+845.1%
+531.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -1.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.7% |
| 30D | -0.4% | -11.6% | +11.2% | +4.8% |
| 3M | +16.9% | -18.1% | +35.0% | +25.0% |
| 6M | +26.6% | -27.4% | +54.0% | +41.0% |
| YTD | +15.8% | -24.8% | +40.6% | +26.4% |
| 1Y | +27.2% | -8.2% | +35.4% | +24.0% |
| 3Y | +132.4% | -29.1% | +161.5% | +103.2% |
| 5Y | +72.6% | -79.2% | +151.7% | +168.9% |
| 10Y | +389.7% | -68.1% | +457.8% | +479.4% |
| All | +1,376.8% | +845.1% | +531.7% | +308.8% |
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