+21.9%
BAC vs EFX
-31.8%
+53.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +2.0% | -2.2% | +4.1% | +2.5% |
| 30D | -6.9% | +29.2% | -36.1% | -13.4% |
| 3M | -19.6% | +3.5% | -23.0% | -20.8% |
| 6M | -0.5% | +7.8% | -8.3% | -3.8% |
| YTD | -6.6% | -12.4% | +5.8% | -4.8% |
| 1Y | -3.0% | -8.2% | +5.3% | -2.6% |
| 3Y | +97.3% | +4.7% | +92.6% | +80.5% |
| 5Y | +21.9% | -32.0% | +53.9% | +20.0% |
| All | +21.9% | -31.8% | +53.6% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling