+214.5%
BAC vs VUG
+402.9%
-188.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +1.5% | +4.4% | -2.9% | -1.8% |
| 30D | -6.4% | -7.3% | +1.0% | -0.9% |
| 3M | -21.7% | -4.2% | -17.4% | -19.3% |
| 6M | +0.5% | -1.6% | +2.1% | +0.8% |
| YTD | -6.7% | +4.9% | -11.6% | -11.2% |
| 1Y | -4.7% | +3.8% | -8.5% | -8.6% |
| 3Y | +96.1% | +79.4% | +16.7% | +18.3% |
| 5Y | +21.7% | +63.9% | -42.2% | -21.9% |
| All | +214.5% | +402.9% | -188.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling