+18.0%
BAC vs VO
+32.6%
-14.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.5% |
| 7D | -1.2% | -2.6% | +1.4% | +1.4% |
| 30D | -7.7% | -0.9% | -6.7% | -6.7% |
| 3M | -21.2% | -3.0% | -18.1% | -18.7% |
| 6M | -6.8% | +2.2% | -9.0% | -8.9% |
| YTD | -8.7% | +10.6% | -19.3% | -17.5% |
| 1Y | -5.3% | +12.5% | -17.8% | -15.9% |
| 3Y | +87.4% | +61.4% | +26.1% | +18.5% |
| All | +18.0% | +32.6% | -14.6% | -13.7% |
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