+392.9%
BAC vs VTEB
+17.9%
+375.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | -2.8% | -2.5% | -0.3% | -1.9% |
| 3M | +14.2% | -3.0% | +17.2% | +15.5% |
| 6M | +30.5% | -2.1% | +32.7% | +31.6% |
| YTD | +15.8% | -1.5% | +17.3% | +16.5% |
| 1Y | +26.2% | +0.2% | +26.0% | +26.1% |
| 3Y | +136.5% | +8.6% | +128.0% | +128.4% |
| 5Y | +75.9% | +1.2% | +74.7% | +73.4% |
| All | +392.9% | +17.9% | +375.0% | +578.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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