+73.1%
BAC vs BG
+84.9%
-11.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -1.4% | +10.3% | -11.7% | -4.0% |
| 3M | +15.7% | -1.9% | +17.6% | +15.9% |
| 6M | +32.2% | +5.2% | +26.9% | +29.1% |
| YTD | +15.8% | +41.2% | -25.4% | +2.9% |
| 1Y | +27.3% | +50.5% | -23.3% | +10.2% |
| 3Y | +137.5% | +19.9% | +117.5% | +119.7% |
| 5Y | +73.1% | +86.7% | -13.6% | +24.9% |
| All | +73.1% | +84.9% | -11.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling