+1,091.0%
BAC vs VMC
+3,595.0%
-2,504.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +0.9% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | -6.9% | +18.6% | -25.5% | -15.1% |
| 3M | -19.6% | +2.0% | -21.6% | -20.8% |
| 6M | -0.5% | +2.6% | -3.1% | -3.1% |
| YTD | -6.6% | +2.3% | -8.9% | -9.7% |
| 1Y | -3.0% | +1.7% | -4.6% | -6.0% |
| 3Y | +97.3% | +41.7% | +55.6% | +56.9% |
| 5Y | +21.9% | +46.6% | -24.8% | -6.7% |
| 10Y | +251.7% | +140.3% | +111.4% | +90.7% |
| All | +1,091.0% | +3,595.0% | -2,504.0% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling