+1,376.8%
BAC vs VMC
+3,246.6%
-1,869.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.1% | -4.3% | +5.4% | +3.4% |
| 30D | -0.4% | -8.2% | +7.9% | +4.0% |
| 3M | +16.9% | -7.0% | +23.9% | +20.5% |
| 6M | +26.6% | -10.8% | +37.4% | +32.9% |
| YTD | +15.8% | -7.4% | +23.2% | +18.3% |
| 1Y | +27.2% | -9.5% | +36.7% | +31.1% |
| 3Y | +132.4% | +20.5% | +111.9% | +101.4% |
| 5Y | +72.6% | +51.6% | +21.0% | +29.7% |
| 10Y | +389.7% | +150.0% | +239.7% | +158.7% |
| All | +1,376.8% | +3,246.6% | -1,869.8% | +158.8% |
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