+160.4%
BAC vs VTV
+721.7%
-561.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | +0.4% |
| 7D | +1.1% | +0.5% | +0.6% | +0.2% |
| 30D | -0.4% | +1.1% | -1.5% | -2.3% |
| 3M | +16.9% | +5.9% | +11.0% | +5.4% |
| 6M | +26.6% | +11.6% | +15.0% | +3.8% |
| YTD | +15.8% | +19.8% | -4.0% | -16.3% |
| 1Y | +27.2% | +26.2% | +0.9% | -16.4% |
| 3Y | +132.4% | +68.5% | +63.9% | -8.6% |
| 5Y | +72.6% | +79.9% | -7.3% | -39.7% |
| 10Y | +389.7% | +229.7% | +160.0% | -44.1% |
| All | +160.4% | +721.7% | -561.3% | -90.6% |
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