+22.6%
BAC vs VO
+36.2%
-13.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | +3.1% | +0.1% | +0.1% |
| 30D | -0.7% | +2.2% | -2.9% | -2.8% |
| 3M | -20.0% | -2.5% | -17.5% | -18.0% |
| 6M | +3.4% | +7.0% | -3.5% | -3.4% |
| YTD | -5.7% | +14.0% | -19.7% | -17.5% |
| 1Y | -1.4% | +15.6% | -17.1% | -14.9% |
| 3Y | +97.9% | +66.2% | +31.7% | +21.3% |
| All | +22.6% | +36.2% | -13.7% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling