+233.0%
BAC vs VXUS
+146.5%
+86.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -1.1% |
| 7D | -1.9% | -0.5% | -1.3% | -1.3% |
| 30D | -7.2% | -1.2% | -6.0% | -5.9% |
| 3M | -20.4% | -3.8% | -16.6% | -17.0% |
| 6M | +1.3% | -1.7% | +2.9% | +2.1% |
| YTD | -6.4% | +11.4% | -17.8% | -19.2% |
| 1Y | -3.5% | +13.3% | -16.8% | -18.4% |
| 3Y | +96.7% | +70.0% | +26.7% | +0.1% |
| 5Y | +20.6% | +48.1% | -27.5% | -26.6% |
| 10Y | +233.0% | +147.1% | +86.0% | +12.5% |
| All | +233.0% | +146.5% | +86.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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