+86.9%
BAC vs EFV
+248.4%
-161.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -1.0% | -0.9% | -0.6% |
| 30D | -7.2% | +3.1% | -10.2% | -10.8% |
| 3M | -20.4% | -1.2% | -19.2% | -19.2% |
| 6M | +1.3% | +5.6% | -4.4% | -6.1% |
| YTD | -6.4% | +15.8% | -22.2% | -23.7% |
| 1Y | -3.5% | +20.0% | -23.5% | -25.0% |
| 3Y | +96.7% | +91.0% | +5.7% | -18.9% |
| 5Y | +20.6% | +93.7% | -73.1% | -51.3% |
| 10Y | +233.0% | +160.9% | +72.1% | -7.0% |
| All | +86.9% | +248.4% | -161.5% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling