+263.2%
BAC vs VST
+1,112.0%
-848.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.6% | -11.2% | -3.1% |
| 7D | -1.2% | -9.8% | +8.6% | +0.6% |
| 30D | -7.7% | -25.1% | +17.5% | -2.2% |
| 3M | -21.2% | -11.6% | -9.6% | -19.9% |
| 6M | -6.8% | -20.9% | +14.1% | -3.5% |
| YTD | -8.7% | -22.3% | +13.6% | -6.5% |
| 1Y | -5.3% | -32.0% | +26.7% | -0.1% |
| 3Y | +87.4% | +262.4% | -174.9% | -1.5% |
| 5Y | +18.9% | +563.4% | -544.4% | -52.3% |
| All | +263.2% | +1,112.0% | -848.8% | +18.7% |
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