+233.0%
BAC vs EFX
+78.9%
+154.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -2.0% | +0.1% | -1.2% |
| 30D | -7.2% | +27.9% | -35.0% | -15.1% |
| 3M | -20.4% | +3.8% | -24.3% | -22.2% |
| 6M | +1.3% | +13.0% | -11.7% | -4.9% |
| YTD | -6.4% | -12.4% | +6.0% | -4.7% |
| 1Y | -3.5% | -10.4% | +6.9% | -2.7% |
| 3Y | +96.7% | +4.4% | +92.3% | +78.2% |
| 5Y | +20.6% | -28.9% | +49.5% | +24.2% |
| 10Y | +233.0% | +81.7% | +151.3% | +128.5% |
| All | +233.0% | +78.9% | +154.1% | +128.5% |
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