+229.6%
BAC vs BB
+307.3%
-77.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.3% |
| 7D | -1.2% | +3.8% | -5.0% | -1.7% |
| 30D | -7.7% | -0.3% | -7.3% | -7.9% |
| 3M | -21.2% | -0.5% | -20.7% | -21.8% |
| 6M | -6.8% | +45.9% | -52.8% | -13.6% |
| YTD | -8.7% | +130.6% | -139.3% | -21.0% |
| 1Y | -5.3% | +89.2% | -94.5% | -16.0% |
| 3Y | +87.4% | +137.5% | -50.1% | +54.5% |
| 5Y | +18.9% | -20.9% | +39.8% | +10.6% |
| 10Y | +273.3% | +25.4% | +247.9% | +181.6% |
| All | +229.6% | +307.3% | -77.7% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling