+110.5%
BAC vs VUG
+1,203.7%
-1,093.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -2.0% |
| 7D | -1.9% | -1.1% | -0.8% | -0.8% |
| 30D | -7.2% | -7.0% | -0.2% | +0.9% |
| 3M | -20.4% | -3.7% | -16.7% | -17.3% |
| 6M | +1.3% | -1.6% | +2.9% | +1.2% |
| YTD | -6.4% | +5.1% | -11.5% | -14.4% |
| 1Y | -3.5% | +3.8% | -7.3% | -10.5% |
| 3Y | +96.7% | +79.9% | +16.8% | -14.5% |
| 5Y | +20.6% | +66.4% | -45.8% | -46.3% |
| 10Y | +233.0% | +405.3% | -172.2% | -76.8% |
| All | +110.5% | +1,203.7% | -1,093.3% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling