-4.7%
BAC vs VMC
-4.3%
-0.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.5% | -1.7% | +3.2% | +2.0% |
| 30D | -6.4% | +15.3% | -21.7% | -9.8% |
| 3M | -21.7% | +0.3% | -22.0% | -21.7% |
| 6M | +0.5% | +0.9% | -0.4% | -0.1% |
| YTD | -6.7% | -1.0% | -5.7% | -10.2% |
| 1Y | -4.7% | -4.3% | -0.3% | -6.7% |
| All | -4.7% | -4.3% | -0.4% | -6.7% |
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