+75.6%
BAC vs BLK
+29.1%
+46.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -0.3% | -5.2% | +4.9% | +3.0% |
| 30D | -1.8% | -7.0% | +5.3% | +2.6% |
| 3M | +15.3% | +5.7% | +9.6% | +10.6% |
| 6M | +30.2% | +11.0% | +19.2% | +20.2% |
| YTD | +15.6% | +0.9% | +14.7% | +12.8% |
| 1Y | +27.5% | -1.6% | +29.1% | +26.2% |
| 3Y | +137.0% | +64.5% | +72.6% | +64.3% |
| 5Y | +75.6% | +30.9% | +44.7% | +41.2% |
| All | +75.6% | +29.1% | +46.5% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling