+64.3%
BANC vs VT
+217.6%
-153.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +4.0% | -3.1% | +7.1% | +8.0% |
| 3M | -4.4% | -3.5% | -0.9% | -0.2% |
| 6M | -4.3% | +0.5% | -4.7% | -5.5% |
| YTD | -4.8% | +10.8% | -15.6% | -17.4% |
| 1Y | +6.4% | +11.9% | -5.5% | -8.8% |
| 3Y | +72.5% | +73.0% | -0.5% | -14.0% |
| 5Y | -5.9% | +58.6% | -64.6% | -47.3% |
| 10Y | +64.3% | +219.2% | -154.9% | -61.9% |
| All | +64.3% | +217.6% | -153.4% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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