+391.8%
BAC vs BB
+3.3%
+388.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +1.2% | +0.5% | +0.6% | +1.1% |
| 30D | -0.7% | -12.4% | +11.6% | +0.8% |
| 3M | +16.9% | -15.3% | +32.2% | +18.2% |
| 6M | +29.6% | +128.8% | -99.2% | +12.5% |
| YTD | +15.3% | +107.7% | -92.4% | +1.4% |
| 1Y | +28.8% | +103.9% | -75.1% | +13.0% |
| 3Y | +136.4% | +72.6% | +63.8% | +103.4% |
| 5Y | +72.9% | -24.3% | +97.2% | +61.7% |
| 10Y | +391.8% | +3.1% | +388.6% | +227.5% |
| All | +391.8% | +3.3% | +388.5% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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