+72.9%
BAC vs EFV
+96.3%
-23.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.2% |
| 30D | -0.7% | +0.2% | -0.9% | -0.9% |
| 3M | +16.9% | +9.6% | +7.3% | +6.8% |
| 6M | +29.6% | +14.0% | +15.6% | +13.5% |
| YTD | +15.3% | +18.5% | -3.2% | -3.2% |
| 1Y | +28.8% | +27.9% | +0.9% | -0.1% |
| 3Y | +136.4% | +92.4% | +43.9% | +16.0% |
| 5Y | +72.9% | +97.2% | -24.3% | -16.2% |
| All | +72.9% | +96.3% | -23.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling