+325.7%
BAC vs VTR
+1,499.7%
-1,174.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.8% |
| 7D | +1.1% | -1.7% | +2.8% | +1.8% |
| 30D | -0.4% | -2.4% | +2.0% | +0.5% |
| 3M | +16.9% | +14.8% | +2.1% | +9.9% |
| 6M | +26.6% | +5.3% | +21.3% | +22.8% |
| YTD | +15.8% | +18.1% | -2.3% | +7.0% |
| 1Y | +27.2% | +36.7% | -9.5% | +10.3% |
| 3Y | +132.4% | +130.1% | +2.3% | +59.9% |
| 5Y | +72.6% | +89.5% | -16.9% | +26.0% |
| 10Y | +389.7% | +87.4% | +302.4% | +213.2% |
| All | +325.7% | +1,499.7% | -1,174.0% | +75.3% |
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