+1,376.8%
BAC vs BN
+15,251.3%
-13,874.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.1% | -2.5% | +3.6% | +2.5% |
| 30D | -0.4% | -9.5% | +9.1% | +5.4% |
| 3M | +16.9% | -10.4% | +27.3% | +24.3% |
| 6M | +26.6% | -6.4% | +33.0% | +30.2% |
| YTD | +15.8% | -11.9% | +27.7% | +22.8% |
| 1Y | +27.2% | -8.6% | +35.8% | +31.3% |
| 3Y | +132.4% | +77.6% | +54.9% | +56.8% |
| 5Y | +72.6% | +37.0% | +35.5% | +31.8% |
| 10Y | +389.7% | +266.4% | +123.3% | +106.4% |
| All | +1,376.8% | +15,251.3% | -13,874.5% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling