+109.4%
BAC vs VLTO
+56.1%
+53.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.0% |
| 7D | +2.0% | +2.0% | -0.1% | +1.4% |
| 30D | -6.9% | +21.8% | -28.7% | -12.5% |
| 3M | -19.6% | +20.2% | -39.8% | -24.1% |
| 6M | -0.5% | +36.3% | -36.8% | -10.5% |
| YTD | -6.6% | +18.8% | -25.5% | -11.9% |
| 1Y | -3.0% | +20.4% | -23.4% | -9.1% |
| 3Y | +97.3% | +71.9% | +25.4% | +67.3% |
| All | +109.4% | +56.1% | +53.3% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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