+392.9%
BAC vs BLK
+283.5%
+109.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -1.0% |
| 7D | 0.0% | -3.3% | +3.3% | +2.4% |
| 30D | -2.8% | -6.5% | +3.7% | +1.8% |
| 3M | +14.2% | +6.7% | +7.5% | +8.0% |
| 6M | +30.5% | +14.7% | +15.8% | +16.3% |
| YTD | +15.8% | +2.5% | +13.3% | +11.2% |
| 1Y | +26.2% | -2.8% | +28.9% | +25.6% |
| 3Y | +136.5% | +65.9% | +70.7% | +54.9% |
| 5Y | +75.9% | +33.0% | +43.0% | +33.2% |
| All | +392.9% | +283.5% | +109.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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