+40.1%
BAC vs VG
-39.3%
+79.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.1% | +1.7% | -0.6% | +1.0% |
| 30D | -0.4% | +16.0% | -16.4% | -1.1% |
| 3M | +16.9% | +9.7% | +7.2% | +16.1% |
| 6M | +26.6% | +29.6% | -3.0% | +22.8% |
| YTD | +15.8% | +112.0% | -96.2% | +7.1% |
| 1Y | +27.2% | +12.8% | +14.4% | +23.5% |
| All | +40.1% | -39.3% | +79.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 5y: compounded portfolio wealth divided by compounded VG 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…
5y analysis · Full analysis span regression · 6 months rolling