+396.6%
BAC vs B
+194.1%
+202.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.1% | -1.6% | +2.7% | +1.1% |
| 30D | -0.4% | +9.4% | -9.8% | -0.7% |
| 3M | +16.9% | +5.0% | +11.9% | +16.6% |
| 6M | +26.6% | -3.5% | +30.2% | +26.4% |
| YTD | +15.8% | +4.5% | +11.3% | +15.3% |
| 1Y | +27.2% | +67.8% | -40.6% | +25.2% |
| 3Y | +132.4% | +196.7% | -64.3% | +126.0% |
| 5Y | +72.6% | +151.9% | -79.4% | +66.7% |
| All | +396.6% | +194.1% | +202.5% | +399.5% |
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