+265.7%
BAC vs VST
+996.4%
-730.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.2% | +2.5% | -2.2% |
| 7D | -2.7% | -19.9% | +17.2% | +1.9% |
| 30D | -8.0% | -29.7% | +21.7% | -1.1% |
| 3M | -20.9% | -19.6% | -1.4% | -17.8% |
| 6M | -5.4% | -29.4% | +24.0% | +0.7% |
| YTD | -8.1% | -29.7% | +21.6% | -3.5% |
| 1Y | -3.1% | -40.0% | +36.9% | +5.4% |
| 3Y | +88.1% | +231.0% | -142.8% | +0.9% |
| 5Y | +19.7% | +500.1% | -480.3% | -50.8% |
| All | +265.7% | +996.4% | -730.7% | +22.5% |
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