+391.8%
BAC vs VSH
+170.2%
+221.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | +1.2% | +6.2% | -5.1% | -1.0% |
| 30D | -0.7% | -11.1% | +10.4% | +2.9% |
| 3M | +16.9% | -44.9% | +61.8% | +38.5% |
| 6M | +29.6% | +90.0% | -60.4% | -10.7% |
| YTD | +15.3% | +118.8% | -103.5% | -26.2% |
| 1Y | +28.8% | +109.0% | -80.1% | -17.0% |
| 3Y | +136.4% | +35.6% | +100.7% | +73.6% |
| 5Y | +72.9% | +66.7% | +6.2% | +9.3% |
| 10Y | +391.8% | +167.9% | +223.8% | +109.3% |
| All | +391.8% | +170.2% | +221.5% | +109.3% |
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