+237.7%
BAC vs VSH
+117.5%
+120.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.2% |
| 7D | +2.1% | -1.6% | +3.6% | +1.8% |
| 30D | -6.7% | -21.3% | +14.6% | -0.6% |
| 3M | -20.2% | -18.9% | -1.3% | -16.8% |
| 6M | -0.2% | -21.4% | +21.2% | -2.9% |
| YTD | -6.4% | +86.8% | -93.2% | -38.3% |
| 1Y | -3.1% | +85.8% | -88.9% | -36.2% |
| 3Y | +96.7% | +30.1% | +66.6% | +40.3% |
| 5Y | +21.3% | +42.8% | -21.5% | -21.1% |
| 10Y | +237.7% | +121.2% | +116.5% | +48.5% |
| All | +237.7% | +117.5% | +120.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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