+160.4%
BAC vs VUG
+1,251.8%
-1,091.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -0.4% | -0.3% | -0.1% | -0.2% |
| 3M | +16.9% | -0.7% | +17.6% | +16.4% |
| 6M | +26.6% | +14.6% | +12.0% | +5.0% |
| YTD | +15.8% | +9.0% | +6.8% | +1.9% |
| 1Y | +27.2% | +14.9% | +12.3% | +4.2% |
| 3Y | +132.4% | +86.0% | +46.4% | -2.8% |
| 5Y | +72.6% | +76.7% | -4.1% | -28.8% |
| 10Y | +389.7% | +411.3% | -21.6% | -65.8% |
| All | +160.4% | +1,251.8% | -1,091.4% | -95.3% |
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