+214.5%
BAC vs VIG
+262.6%
-48.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +3.1% | -1.6% | -2.5% |
| 30D | -6.4% | +5.0% | -11.4% | -12.3% |
| 3M | -21.7% | +2.7% | -24.3% | -24.4% |
| 6M | +0.5% | +11.0% | -10.5% | -12.5% |
| YTD | -6.7% | +16.0% | -22.7% | -23.3% |
| 1Y | -4.7% | +16.3% | -20.9% | -21.9% |
| 3Y | +96.1% | +66.8% | +29.3% | -0.1% |
| 5Y | +21.7% | +64.8% | -43.1% | -36.7% |
| All | +214.5% | +262.6% | -48.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling