+1,376.8%
BAC vs DE
+14,847.5%
-13,470.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | +10.0% | -8.9% | -3.7% |
| 30D | -0.4% | +13.3% | -13.7% | -6.8% |
| 3M | +16.9% | +17.5% | -0.6% | +6.9% |
| 6M | +26.6% | +13.6% | +13.0% | +17.0% |
| YTD | +15.8% | +49.8% | -34.0% | -7.9% |
| 1Y | +27.2% | +47.9% | -20.7% | +1.4% |
| 3Y | +132.4% | +72.5% | +59.9% | +67.3% |
| 5Y | +72.6% | +90.2% | -17.7% | +14.1% |
| 10Y | +389.7% | +865.4% | -475.6% | +40.9% |
| All | +1,376.8% | +14,847.5% | -13,470.7% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling