+71.4%
BAC vs VST
+761.6%
-690.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.5% |
| 7D | +1.1% | +8.9% | -7.8% | -0.1% |
| 30D | -0.4% | +6.2% | -6.6% | -1.2% |
| 3M | +16.9% | -2.7% | +19.6% | +16.9% |
| 6M | +26.6% | -8.4% | +35.0% | +27.1% |
| YTD | +15.8% | -7.2% | +23.0% | +15.5% |
| 1Y | +27.2% | -20.9% | +48.1% | +29.1% |
| 3Y | +132.4% | +384.0% | -251.6% | +49.0% |
| All | +71.4% | +761.6% | -690.1% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling