-3.5%
BAC vs VRT
+12.4%
-15.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.3% |
| 7D | -1.9% | +0.5% | -2.3% | -2.0% |
| 30D | -7.2% | -13.7% | +6.6% | -6.8% |
| 3M | -20.4% | -26.7% | +6.3% | -19.7% |
| 6M | +1.3% | -43.8% | +45.1% | +2.8% |
| YTD | -6.4% | +27.6% | -34.0% | -10.0% |
| 1Y | -3.5% | +15.5% | -19.0% | -6.5% |
| All | -3.5% | +12.4% | -15.9% | -6.5% |
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