+131.2%
BAC vs EFV
+258.8%
-127.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +1.1% | +1.5% | -0.4% | -0.9% |
| 30D | -0.4% | +1.7% | -2.1% | -2.7% |
| 3M | +16.9% | +8.6% | +8.3% | +4.7% |
| 6M | +26.6% | +11.7% | +14.9% | +8.7% |
| YTD | +15.8% | +19.3% | -3.5% | -9.1% |
| 1Y | +27.2% | +30.2% | -3.0% | -11.3% |
| 3Y | +132.4% | +91.6% | +40.8% | -4.4% |
| 5Y | +72.6% | +96.4% | -23.8% | -31.4% |
| 10Y | +389.7% | +166.5% | +223.3% | +32.9% |
| All | +131.2% | +258.8% | -127.6% | -41.4% |
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