+391.8%
BAC vs BN
+259.6%
+132.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.1% |
| 7D | +1.2% | -1.2% | +2.3% | +1.9% |
| 30D | -0.7% | -10.9% | +10.2% | +6.4% |
| 3M | +16.9% | -11.1% | +28.0% | +25.2% |
| 6M | +29.6% | -4.4% | +34.0% | +31.6% |
| YTD | +15.3% | -14.1% | +29.4% | +24.5% |
| 1Y | +28.8% | -11.1% | +39.9% | +35.2% |
| 3Y | +136.4% | +75.6% | +60.8% | +53.2% |
| 5Y | +72.9% | +35.8% | +37.1% | +28.6% |
| 10Y | +391.8% | +261.6% | +130.2% | +108.3% |
| All | +391.8% | +259.6% | +132.2% | +108.3% |
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