+26.5%
BAC vs VRT
+123.1%
-96.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -0.7% |
| 7D | +0.6% | +9.1% | -8.5% | +0.4% |
| 30D | -0.9% | +0.9% | -1.8% | -0.9% |
| 3M | +16.3% | -13.4% | +29.7% | +16.3% |
| 6M | +26.0% | +11.7% | +14.3% | +24.5% |
| YTD | +15.2% | +73.2% | -58.0% | +12.5% |
| 1Y | +26.5% | +123.4% | -96.9% | +25.3% |
| All | +26.5% | +123.1% | -96.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling