+263.2%
BAC vs B
+183.2%
+80.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.2% | +9.6% | -10.8% | -1.5% |
| 30D | -7.7% | +3.5% | -11.2% | -7.8% |
| 3M | -21.2% | -1.6% | -19.6% | -21.2% |
| 6M | -6.8% | -1.7% | -5.2% | -7.0% |
| YTD | -8.7% | -5.3% | -3.4% | -8.9% |
| 1Y | -5.3% | +27.2% | -32.5% | -6.2% |
| 3Y | +87.4% | +166.1% | -78.7% | +82.4% |
| 5Y | +18.9% | +136.5% | -117.6% | +15.0% |
| All | +263.2% | +183.2% | +80.0% | +264.8% |
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