+136.4%
BAC vs VUG
+88.1%
+48.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | -0.7% | -1.4% | +0.7% | 0.0% |
| 3M | +16.9% | +2.3% | +14.6% | +15.1% |
| 6M | +29.6% | +15.7% | +13.9% | +18.2% |
| YTD | +15.3% | +8.6% | +6.6% | +9.0% |
| 1Y | +28.8% | +14.1% | +14.8% | +18.1% |
| 3Y | +136.4% | +87.9% | +48.5% | +65.0% |
| All | +136.4% | +88.1% | +48.3% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling