+237.7%
BAC vs BB
+28.9%
+208.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +2.1% | +11.6% | -9.5% | +0.5% |
| 30D | -6.7% | +2.6% | -9.3% | -7.3% |
| 3M | -20.2% | +3.5% | -23.7% | -21.2% |
| 6M | -0.2% | +43.5% | -43.7% | -7.2% |
| YTD | -6.4% | +141.2% | -147.5% | -19.7% |
| 1Y | -3.1% | +97.4% | -100.5% | -14.7% |
| 3Y | +96.7% | +151.1% | -54.4% | +60.3% |
| 5Y | +21.3% | -12.8% | +34.1% | +11.0% |
| 10Y | +237.7% | +27.5% | +210.2% | +122.1% |
| All | +237.7% | +28.9% | +208.8% | +122.1% |
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