+73.1%
BAC vs BR
+7.6%
+65.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | +0.6% | -5.0% | +5.6% | +2.5% |
| 30D | -1.4% | -2.5% | +1.1% | -0.6% |
| 3M | +15.7% | +13.5% | +2.3% | +9.5% |
| 6M | +32.2% | -9.4% | +41.6% | +36.7% |
| YTD | +15.8% | -23.3% | +39.1% | +28.4% |
| 1Y | +27.3% | -31.6% | +58.9% | +48.8% |
| 3Y | +137.5% | -5.1% | +142.5% | +136.7% |
| 5Y | +73.1% | +8.2% | +64.9% | +54.1% |
| All | +73.1% | +7.6% | +65.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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