+96.7%
BAC vs VST
+286.0%
-189.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +2.1% | -6.0% | +8.1% | +2.4% |
| 30D | -6.7% | -18.8% | +12.1% | -5.1% |
| 3M | -20.2% | -8.0% | -12.2% | -19.9% |
| 6M | -0.2% | -10.9% | +10.7% | +0.2% |
| YTD | -6.4% | -18.3% | +12.0% | -5.7% |
| 1Y | -3.1% | -29.9% | +26.8% | -0.9% |
| 3Y | +96.7% | +290.3% | -193.6% | +71.3% |
| All | +96.7% | +286.0% | -189.3% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling