+237.7%
BAC vs B
+184.6%
+53.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +0.5% |
| 7D | +2.1% | +7.1% | -5.1% | +1.8% |
| 30D | -6.7% | -3.3% | -3.4% | -6.6% |
| 3M | -20.2% | -2.5% | -17.7% | -20.2% |
| 6M | -0.2% | -7.2% | +7.0% | -0.2% |
| YTD | -6.4% | -7.4% | +1.0% | -6.5% |
| 1Y | -3.1% | +16.4% | -19.5% | -3.9% |
| 3Y | +96.7% | +178.7% | -82.0% | +90.8% |
| 5Y | +21.3% | +121.7% | -100.4% | +16.7% |
| 10Y | +237.7% | +208.6% | +29.1% | +245.7% |
| All | +237.7% | +184.6% | +53.1% | +245.7% |
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