+265.7%
BAC vs VT
+214.8%
+50.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +1.3% |
| 7D | -2.7% | -4.2% | +1.5% | +2.5% |
| 30D | -8.0% | -5.8% | -2.2% | -1.0% |
| 3M | -20.9% | -5.2% | -15.7% | -15.6% |
| 6M | -5.4% | +0.1% | -5.5% | -6.3% |
| YTD | -8.1% | +8.2% | -16.3% | -17.6% |
| 1Y | -3.1% | +10.1% | -13.2% | -15.1% |
| 3Y | +88.1% | +69.7% | +18.5% | -5.4% |
| 5Y | +19.7% | +53.4% | -33.6% | -31.0% |
| All | +265.7% | +214.8% | +50.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling