+18.0%
BAC vs VST
+561.4%
-543.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.6% | -11.2% | -2.1% |
| 7D | -1.2% | -9.8% | +8.6% | -0.1% |
| 30D | -7.7% | -25.1% | +17.5% | -4.4% |
| 3M | -21.2% | -11.6% | -9.6% | -20.4% |
| 6M | -6.8% | -20.9% | +14.1% | -4.8% |
| YTD | -8.7% | -22.3% | +13.6% | -7.3% |
| 1Y | -5.3% | -32.0% | +26.7% | -2.0% |
| 3Y | +87.4% | +262.4% | -174.9% | +21.1% |
| All | +18.0% | +561.4% | -543.4% | -40.7% |
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 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