+386.4%
BAC vs VST
+1,175.7%
-789.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.9% |
| 7D | +1.1% | +8.9% | -7.8% | -0.9% |
| 30D | -0.4% | +6.2% | -6.6% | -1.9% |
| 3M | +16.9% | -2.7% | +19.6% | +16.9% |
| 6M | +26.6% | -8.4% | +35.0% | +27.3% |
| YTD | +15.8% | -7.2% | +23.0% | +15.2% |
| 1Y | +27.2% | -20.9% | +48.1% | +30.1% |
| 3Y | +132.4% | +384.0% | -251.6% | +14.2% |
| 5Y | +72.6% | +757.1% | -684.5% | -34.8% |
| All | +386.4% | +1,175.7% | -789.3% | +55.5% |
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