+251.7%
BAC vs VST
+1,219.3%
-967.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +0.6% |
| 7D | +2.0% | -0.5% | +2.5% | +1.5% |
| 30D | -6.9% | -17.1% | +10.1% | -3.6% |
| 3M | -19.6% | -4.6% | -15.0% | -19.7% |
| 6M | -0.5% | -9.1% | +8.6% | -0.2% |
| YTD | -6.6% | -16.6% | +10.0% | -5.9% |
| 1Y | -3.0% | -29.5% | +26.5% | +1.7% |
| 3Y | +97.3% | +297.5% | -200.2% | +1.0% |
| 5Y | +21.9% | +654.5% | -632.7% | -53.2% |
| 10Y | +251.7% | +1,205.2% | -953.6% | +10.1% |
| All | +251.7% | +1,219.3% | -967.7% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling