+237.7%
BAC vs C
+218.0%
+19.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | -0.4% | +2.4% | +2.3% |
| 30D | -6.7% | -5.2% | -1.5% | -3.0% |
| 3M | -20.2% | -9.1% | -11.2% | -14.3% |
| 6M | -0.2% | -1.6% | +1.4% | -0.2% |
| YTD | -6.4% | +6.9% | -13.3% | -13.3% |
| 1Y | -3.1% | +23.0% | -26.1% | -19.9% |
| 3Y | +96.7% | +216.1% | -119.4% | -26.7% |
| 5Y | +21.3% | +112.2% | -91.0% | -38.0% |
| 10Y | +237.7% | +208.8% | +28.9% | +13.5% |
| All | +237.7% | +218.0% | +19.7% | +13.5% |
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