+217.6%
BAC vs C
+216.5%
+1.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +3.2% | +4.2% | -0.9% | 0.0% |
| 30D | -0.7% | +2.0% | -2.7% | -2.3% |
| 3M | -20.0% | -10.1% | -9.9% | -13.3% |
| 6M | +3.4% | +1.0% | +2.4% | +1.3% |
| YTD | -5.7% | +8.5% | -14.2% | -13.7% |
| 1Y | -1.4% | +25.7% | -27.2% | -19.9% |
| 3Y | +97.9% | +216.0% | -118.1% | -26.1% |
| 5Y | +22.9% | +112.3% | -89.4% | -37.1% |
| All | +217.6% | +216.5% | +1.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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