+237.7%
BAC vs BN
+280.2%
-42.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.1% |
| 7D | +2.1% | +4.3% | -2.3% | -0.6% |
| 30D | -6.7% | +14.3% | -21.0% | -14.3% |
| 3M | -20.2% | -4.1% | -16.1% | -18.5% |
| 6M | -0.2% | -9.7% | +9.4% | +5.3% |
| YTD | -6.4% | -7.1% | +0.8% | -3.9% |
| 1Y | -3.1% | -7.4% | +4.3% | -0.6% |
| 3Y | +96.7% | +102.3% | -5.6% | +16.2% |
| 5Y | +21.3% | +35.9% | -14.7% | -9.3% |
| 10Y | +237.7% | +289.2% | -51.5% | +33.2% |
| All | +237.7% | +280.2% | -42.5% | +33.2% |
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