+246.9%
BAC vs VT
+374.2%
-127.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +0.6% | +0.4% | +0.1% | -0.1% |
| 30D | -0.9% | +1.0% | -1.9% | -2.5% |
| 3M | +16.3% | +2.4% | +13.9% | +11.3% |
| 6M | +26.0% | +12.0% | +14.0% | +4.4% |
| YTD | +15.2% | +15.3% | -0.1% | -8.9% |
| 1Y | +26.5% | +22.6% | +3.9% | -9.2% |
| 3Y | +132.4% | +74.7% | +57.7% | -5.0% |
| 5Y | +72.6% | +66.1% | +6.4% | -24.9% |
| 10Y | +389.7% | +225.0% | +164.7% | -29.2% |
| All | +246.9% | +374.2% | -127.2% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling