+26.5%
BAC vs VMC
-8.5%
+35.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +0.6% | -4.3% | +4.9% | +1.7% |
| 30D | -0.9% | -8.2% | +7.3% | +1.3% |
| 3M | +16.3% | -7.0% | +23.4% | +18.2% |
| 6M | +26.0% | -10.8% | +36.7% | +28.8% |
| YTD | +15.2% | -7.4% | +22.6% | +14.8% |
| 1Y | +26.5% | -9.5% | +36.0% | +26.9% |
| All | +26.5% | -8.5% | +35.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling