+95.6%
BAC vs VIG
+623.5%
-528.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +1.1% | -0.4% | +1.5% | +1.9% |
| 30D | -0.4% | -1.0% | +0.6% | +1.3% |
| 3M | +16.9% | +2.8% | +14.1% | +11.3% |
| 6M | +26.6% | +8.2% | +18.4% | +10.0% |
| YTD | +15.8% | +11.0% | +4.8% | -3.8% |
| 1Y | +27.2% | +16.1% | +11.0% | -2.6% |
| 3Y | +132.4% | +56.2% | +76.3% | +4.8% |
| 5Y | +72.6% | +63.0% | +9.6% | -29.4% |
| 10Y | +389.7% | +241.4% | +148.3% | -53.9% |
| All | +95.6% | +623.5% | -528.0% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling