+97.9%
BAC vs VSH
+31.2%
+66.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.6% |
| 7D | +3.2% | +14.3% | -11.1% | +0.9% |
| 30D | -0.7% | -7.9% | +7.1% | -0.2% |
| 3M | -20.0% | -19.9% | -0.1% | -18.2% |
| 6M | +3.4% | -30.5% | +33.9% | +4.3% |
| YTD | -5.7% | +85.7% | -91.4% | -26.2% |
| 1Y | -1.4% | +98.9% | -100.4% | -24.4% |
| 3Y | +97.9% | +32.1% | +65.8% | +61.7% |
| All | +97.9% | +31.2% | +66.7% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling