+251.7%
BAC vs BN
+289.4%
-37.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.6% | -0.1% |
| 7D | +2.0% | +3.6% | -1.7% | -0.3% |
| 30D | -6.9% | +15.9% | -22.8% | -15.3% |
| 3M | -19.6% | -2.3% | -17.2% | -18.8% |
| 6M | -0.5% | -8.4% | +8.0% | +4.1% |
| YTD | -6.6% | -5.9% | -0.7% | -5.0% |
| 1Y | -3.0% | -5.6% | +2.6% | -1.7% |
| 3Y | +97.3% | +104.2% | -6.9% | +16.1% |
| 5Y | +21.9% | +35.5% | -13.6% | -8.4% |
| 10Y | +251.7% | +285.2% | -33.6% | +40.5% |
| All | +251.7% | +289.4% | -37.7% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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