+75.6%
BAC vs VTEB
+0.8%
+74.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -0.3% | -1.2% | +1.0% | +0.2% |
| 30D | -1.8% | -2.9% | +1.1% | -0.7% |
| 3M | +15.3% | -3.2% | +18.4% | +16.7% |
| 6M | +30.2% | -2.6% | +32.8% | +31.5% |
| YTD | +15.6% | -1.8% | +17.4% | +16.4% |
| 1Y | +27.5% | +0.2% | +27.2% | +27.5% |
| 3Y | +137.0% | +8.2% | +128.8% | +124.0% |
| 5Y | +75.6% | +0.8% | +74.7% | +29.2% |
| All | +75.6% | +0.8% | +74.8% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling