+217.6%
BAC vs B
+216.6%
+1.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +3.2% | -7.3% | +10.6% | +3.5% |
| 30D | -0.7% | -3.3% | +2.6% | -0.6% |
| 3M | -20.0% | -7.8% | -12.2% | -19.8% |
| 6M | +3.4% | -15.5% | +19.0% | +3.8% |
| YTD | -5.7% | -12.3% | +6.5% | -5.7% |
| 1Y | -1.4% | +5.4% | -6.8% | -1.9% |
| 3Y | +97.9% | +165.5% | -67.6% | +92.0% |
| 5Y | +22.9% | +107.0% | -84.1% | +18.3% |
| All | +217.6% | +216.6% | +1.1% | +230.1% |
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