+97.1%
BAC vs VRT
+1,856.9%
-1,759.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | +2.1% | -17.7% | +19.7% | +4.9% |
| 30D | -6.7% | -20.0% | +13.3% | -4.0% |
| 3M | -20.2% | -28.1% | +7.8% | -16.8% |
| 6M | -0.2% | -42.8% | +42.6% | +6.6% |
| YTD | -6.4% | +20.0% | -26.3% | -14.0% |
| 1Y | -3.1% | +3.5% | -6.6% | -8.8% |
| 3Y | +96.7% | +366.1% | -269.4% | +23.9% |
| 5Y | +21.3% | +632.2% | -610.9% | -36.8% |
| All | +97.1% | +1,856.9% | -1,759.8% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling