+397.7%
BAC vs EFV
+162.1%
+235.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.5% |
| 7D | +0.6% | -0.5% | +1.1% | +1.2% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | +15.7% | +8.4% | +7.3% | +5.0% |
| 6M | +32.2% | +12.3% | +19.8% | +14.4% |
| YTD | +15.8% | +17.4% | -1.6% | -5.3% |
| 1Y | +27.3% | +27.1% | +0.1% | -5.6% |
| 3Y | +137.5% | +90.7% | +46.7% | +4.7% |
| 5Y | +73.1% | +95.6% | -22.6% | -25.9% |
| 10Y | +397.7% | +165.3% | +232.5% | +51.3% |
| All | +397.7% | +162.1% | +235.6% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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