+21.9%
BAC vs VIG
+63.4%
-41.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -0.7% |
| 7D | +2.0% | +0.4% | +1.6% | +1.5% |
| 30D | -6.9% | +4.3% | -11.2% | -11.6% |
| 3M | -19.6% | +2.0% | -21.6% | -21.5% |
| 6M | -0.5% | +10.2% | -10.7% | -11.6% |
| YTD | -6.6% | +14.8% | -21.4% | -21.0% |
| 1Y | -3.0% | +17.5% | -20.4% | -20.2% |
| 3Y | +97.3% | +67.4% | +29.9% | +6.7% |
| 5Y | +21.9% | +63.4% | -41.5% | -32.9% |
| All | +21.9% | +63.4% | -41.5% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling