+391.9%
BAC vs DE
+867.0%
-475.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.3% | -2.4% | +2.1% | +1.0% |
| 30D | -1.8% | +9.7% | -11.5% | -6.8% |
| 3M | +15.3% | +21.4% | -6.1% | +3.2% |
| 6M | +30.2% | +15.0% | +15.2% | +19.0% |
| YTD | +15.6% | +46.4% | -30.9% | -8.9% |
| 1Y | +27.5% | +45.6% | -18.2% | +0.3% |
| 3Y | +137.0% | +76.8% | +60.3% | +61.7% |
| 5Y | +75.6% | +99.4% | -23.8% | +5.6% |
| All | +391.9% | +867.0% | -475.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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