+251.7%
BAC vs VO
+206.8%
+44.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | -0.8% |
| 7D | +2.0% | -0.1% | +2.1% | +2.1% |
| 30D | -6.9% | +0.5% | -7.4% | -7.4% |
| 3M | -19.6% | -1.0% | -18.5% | -18.6% |
| 6M | -0.5% | +6.4% | -6.9% | -7.5% |
| YTD | -6.6% | +13.6% | -20.2% | -19.6% |
| 1Y | -3.0% | +14.5% | -17.4% | -17.2% |
| 3Y | +97.3% | +67.2% | +30.1% | +8.8% |
| 5Y | +21.9% | +36.1% | -14.2% | -14.8% |
| 10Y | +251.7% | +199.3% | +52.3% | -15.8% |
| All | +251.7% | +206.8% | +44.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling