+420.3%
BAC vs VTEB
+26.6%
+393.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -0.7% | -1.6% | +0.9% | -0.4% |
| 3M | +16.9% | -2.0% | +18.9% | +17.4% |
| 6M | +29.6% | -1.7% | +31.3% | +30.1% |
| YTD | +15.3% | -0.6% | +15.8% | +15.4% |
| 1Y | +28.8% | +1.8% | +27.0% | +28.4% |
| 3Y | +136.4% | +9.6% | +126.8% | +131.2% |
| 5Y | +72.9% | +2.1% | +70.9% | +70.0% |
| 10Y | +391.8% | +18.9% | +372.8% | +615.5% |
| All | +420.3% | +26.6% | +393.7% | +967.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling