+57.7%
BAC vs VIG
+648.1%
-590.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -2.0% |
| 7D | +2.0% | +0.4% | +1.6% | +1.2% |
| 30D | -6.9% | +4.3% | -11.2% | -13.6% |
| 3M | -19.6% | +2.0% | -21.6% | -22.5% |
| 6M | -0.5% | +10.2% | -10.7% | -16.2% |
| YTD | -6.6% | +14.8% | -21.4% | -26.9% |
| 1Y | -3.0% | +17.5% | -20.4% | -27.1% |
| 3Y | +97.3% | +67.4% | +29.9% | -21.5% |
| 5Y | +21.9% | +63.4% | -41.5% | -50.2% |
| 10Y | +251.7% | +259.9% | -8.2% | -70.0% |
| All | +57.7% | +648.1% | -590.4% | -96.0% |
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