-4.7%
BAC vs VST
-25.0%
+20.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.5% | +19.2% | -17.6% | +0.6% |
| 30D | -6.4% | -17.2% | +10.8% | -5.4% |
| 3M | -21.7% | -8.1% | -13.5% | -21.4% |
| 6M | +0.5% | -8.1% | +8.6% | +0.6% |
| YTD | -6.7% | -16.3% | +9.6% | -6.0% |
| 1Y | -4.7% | -24.1% | +19.4% | -3.0% |
| All | -4.7% | -25.0% | +20.3% | -3.0% |
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