+214.5%
BAC vs VSH
+124.9%
+89.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.2% |
| 7D | +1.5% | +26.2% | -24.7% | -6.5% |
| 30D | -6.4% | -12.5% | +6.1% | -3.9% |
| 3M | -21.7% | -16.9% | -4.8% | -19.1% |
| 6M | +0.5% | -17.0% | +17.5% | -4.3% |
| YTD | -6.7% | +93.8% | -100.5% | -39.3% |
| 1Y | -4.7% | +99.3% | -104.0% | -38.9% |
| 3Y | +96.1% | +35.0% | +61.1% | +38.0% |
| 5Y | +21.7% | +45.8% | -24.1% | -21.1% |
| All | +214.5% | +124.9% | +89.6% | +43.8% |
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