+92.2%
BAC vs VRT
+1,742.5%
-1,650.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.2% |
| 7D | -1.2% | -21.4% | +20.2% | +2.3% |
| 30D | -7.7% | -25.8% | +18.2% | -3.8% |
| 3M | -21.2% | -33.5% | +12.4% | -16.7% |
| 6M | -6.8% | -49.0% | +42.2% | +1.6% |
| YTD | -8.7% | +12.9% | -21.7% | -15.2% |
| 1Y | -5.3% | 0.0% | -5.3% | -10.4% |
| 3Y | +87.4% | +361.8% | -274.4% | +17.9% |
| 5Y | +18.9% | +565.1% | -546.2% | -36.6% |
| All | +92.2% | +1,742.5% | -1,650.3% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling