+397.7%
BAC vs EFX
+38.5%
+359.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | +0.6% | -9.4% | +10.0% | +3.9% |
| 30D | -1.4% | -6.9% | +5.5% | +0.7% |
| 3M | +15.7% | +0.1% | +15.6% | +14.3% |
| 6M | +32.2% | -17.3% | +49.5% | +39.0% |
| YTD | +15.8% | -21.8% | +37.6% | +23.2% |
| 1Y | +27.3% | -32.5% | +59.8% | +42.5% |
| 3Y | +137.5% | -12.3% | +149.8% | +130.9% |
| 5Y | +73.1% | -36.6% | +109.7% | +85.9% |
| 10Y | +397.7% | +41.0% | +356.7% | +268.3% |
| All | +397.7% | +38.5% | +359.2% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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