+111.9%
BAC vs VTV
+736.6%
-624.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.6% |
| 7D | +3.2% | +2.9% | +0.3% | -1.9% |
| 30D | -0.7% | +3.8% | -4.5% | -7.1% |
| 3M | -20.0% | +1.6% | -21.5% | -22.2% |
| 6M | +3.4% | +11.2% | -7.8% | -14.5% |
| YTD | -5.7% | +22.0% | -27.7% | -34.1% |
| 1Y | -1.4% | +24.9% | -26.3% | -33.9% |
| 3Y | +97.9% | +78.5% | +19.5% | -29.9% |
| 5Y | +22.9% | +77.8% | -54.8% | -56.1% |
| 10Y | +235.3% | +231.1% | +4.3% | -61.9% |
| All | +111.9% | +736.6% | -624.7% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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