+71.4%
BAC vs VRT
+900.3%
-828.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.4% | -0.6% |
| 7D | +1.1% | +9.1% | -8.0% | 0.0% |
| 30D | -0.4% | +0.9% | -1.3% | -0.6% |
| 3M | +16.9% | -13.4% | +30.3% | +17.9% |
| 6M | +26.6% | +11.7% | +14.9% | +22.6% |
| YTD | +15.8% | +73.2% | -57.4% | +4.7% |
| 1Y | +27.2% | +123.4% | -96.3% | +9.9% |
| 3Y | +132.4% | +606.2% | -473.8% | +58.3% |
| All | +71.4% | +900.3% | -828.8% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling