+1,064.4%
BAC vs VMC
+3,502.6%
-2,438.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | -7.7% | +15.8% | -23.5% | -14.7% |
| 3M | -21.2% | +0.6% | -21.7% | -21.8% |
| 6M | -6.8% | -4.0% | -2.8% | -6.1% |
| YTD | -8.7% | -0.3% | -8.4% | -10.6% |
| 1Y | -5.3% | -0.5% | -4.8% | -7.2% |
| 3Y | +87.4% | +39.6% | +47.9% | +50.2% |
| 5Y | +18.9% | +50.1% | -31.1% | -10.2% |
| 10Y | +273.3% | +163.9% | +109.4% | +92.0% |
| All | +1,064.4% | +3,502.6% | -2,438.2% | +95.7% |
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 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