+233.0%
BAC vs VO
+202.1%
+30.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.5% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | -7.2% | +2.0% | -9.2% | -9.2% |
| 3M | -20.4% | -0.3% | -20.1% | -20.2% |
| 6M | +1.3% | +7.3% | -6.0% | -6.8% |
| YTD | -6.4% | +15.0% | -21.4% | -20.5% |
| 1Y | -3.5% | +14.7% | -18.2% | -17.9% |
| 3Y | +96.7% | +67.3% | +29.4% | +8.5% |
| 5Y | +20.6% | +38.8% | -18.2% | -17.7% |
| 10Y | +233.0% | +201.6% | +31.5% | -21.6% |
| All | +233.0% | +202.1% | +30.9% | -21.6% |
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