+1,064.4%
BAC vs VSH
+1,203.4%
-139.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -2.4% |
| 7D | -1.2% | -12.9% | +11.8% | +2.4% |
| 30D | -7.7% | -36.9% | +29.2% | +4.6% |
| 3M | -21.2% | -28.8% | +7.6% | -14.8% |
| 6M | -6.8% | -30.3% | +23.4% | -4.0% |
| YTD | -8.7% | +62.4% | -71.1% | -29.2% |
| 1Y | -5.3% | +62.5% | -67.8% | -26.8% |
| 3Y | +87.4% | +7.4% | +80.1% | +56.4% |
| 5Y | +18.9% | +25.4% | -6.5% | -7.1% |
| 10Y | +273.3% | +102.6% | +170.7% | +145.7% |
| All | +1,064.4% | +1,203.4% | -139.0% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling