+1,376.8%
BAC vs VSH
+1,674.8%
-298.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.4% |
| 7D | +1.1% | +4.1% | -3.0% | -0.2% |
| 30D | -0.4% | -4.2% | +3.8% | +0.3% |
| 3M | +16.9% | -50.0% | +66.9% | +38.9% |
| 6M | +26.6% | +80.2% | -53.6% | -2.0% |
| YTD | +15.8% | +121.1% | -105.3% | -16.7% |
| 1Y | +27.2% | +112.0% | -84.8% | -8.1% |
| 3Y | +132.4% | +22.5% | +109.9% | +90.5% |
| 5Y | +72.6% | +64.0% | +8.5% | +26.7% |
| 10Y | +389.7% | +170.4% | +219.4% | +200.9% |
| All | +1,376.8% | +1,674.8% | -298.0% | +329.1% |
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