+300.6%
BAC vs VST
+929.5%
-628.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -13.8% | +17.8% | +7.1% |
| 7D | +1.5% | -15.7% | +17.3% | +5.1% |
| 30D | -4.4% | -17.0% | +12.6% | -1.2% |
| 3M | -17.5% | -15.9% | -1.6% | -15.1% |
| 6M | -0.1% | -25.0% | +24.9% | +4.9% |
| YTD | -4.6% | -25.1% | +20.5% | -1.3% |
| 1Y | -1.5% | -34.9% | +33.3% | +5.0% |
| 3Y | +95.2% | +252.7% | -157.5% | +3.9% |
| 5Y | +23.3% | +582.3% | -559.0% | -51.0% |
| 10Y | +290.0% | +1,076.6% | -786.6% | +29.0% |
| All | +300.6% | +929.5% | -628.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling