-1.5%
BAC vs VST
-35.7%
+34.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -13.8% | +17.8% | +4.5% |
| 7D | +1.5% | -15.7% | +17.3% | +2.2% |
| 30D | -4.4% | -17.0% | +12.6% | -3.7% |
| 3M | -17.5% | -15.9% | -1.6% | -16.9% |
| 6M | -0.1% | -25.0% | +24.9% | +0.8% |
| YTD | -4.6% | -25.1% | +20.5% | -3.5% |
| 1Y | -1.5% | -34.9% | +33.3% | +0.2% |
| All | -1.5% | -35.7% | +34.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling