+139.3%
BANC vs VT
+345.0%
-205.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -0.1% |
| 7D | -3.4% | -4.2% | +0.8% | -0.1% |
| 30D | +3.0% | -5.8% | +8.8% | +7.9% |
| 3M | -6.6% | -5.2% | -1.4% | -2.7% |
| 6M | -3.4% | +0.1% | -3.6% | -3.6% |
| YTD | -5.0% | +8.2% | -13.3% | -10.7% |
| 1Y | +7.9% | +10.1% | -2.2% | +0.1% |
| 3Y | +53.1% | +69.7% | -16.6% | +4.7% |
| 5Y | -5.7% | +53.4% | -59.1% | -30.2% |
| 10Y | +74.6% | +219.2% | -144.6% | -12.6% |
| All | +139.3% | +345.0% | -205.7% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling