+251.7%
BAC vs B
+183.2%
+68.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +2.1% |
| 7D | +2.0% | +11.3% | -9.3% | +1.6% |
| 30D | -6.9% | +2.9% | -9.9% | -7.1% |
| 3M | -19.6% | -2.9% | -16.7% | -19.6% |
| 6M | -0.5% | -1.2% | +0.7% | -0.7% |
| YTD | -6.6% | -1.3% | -5.3% | -6.9% |
| 1Y | -3.0% | +30.4% | -33.4% | -4.0% |
| 3Y | +97.3% | +195.3% | -98.0% | +91.8% |
| 5Y | +21.9% | +146.2% | -124.3% | +17.7% |
| 10Y | +251.7% | +200.5% | +51.2% | +253.4% |
| All | +251.7% | +183.2% | +68.4% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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