+246.5%
BAC vs VTR
+1,485.3%
-1,238.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | -0.7% | +5.5% | -6.2% | -3.0% |
| 3M | -20.0% | -0.9% | -19.1% | -19.9% |
| 6M | +3.4% | -0.4% | +3.8% | +2.7% |
| YTD | -5.7% | +17.0% | -22.8% | -12.8% |
| 1Y | -1.4% | +18.0% | -19.4% | -9.2% |
| 3Y | +97.9% | +127.4% | -29.5% | +36.7% |
| 5Y | +22.9% | +92.3% | -69.3% | -10.7% |
| 10Y | +235.3% | +129.6% | +105.8% | +97.3% |
| All | +246.5% | +1,485.3% | -1,238.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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