+72.9%
BAC vs EFX
-35.1%
+108.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +1.2% | -7.8% | +9.0% | +3.4% |
| 30D | -0.7% | -5.7% | +5.0% | +0.7% |
| 3M | +16.9% | +2.5% | +14.4% | +15.0% |
| 6M | +29.6% | -16.7% | +46.3% | +35.1% |
| YTD | +15.3% | -20.2% | +35.4% | +21.0% |
| 1Y | +28.8% | -31.4% | +60.2% | +41.6% |
| 3Y | +136.4% | -10.5% | +146.9% | +127.5% |
| 5Y | +72.9% | -35.2% | +108.1% | +77.5% |
| All | +72.9% | -35.1% | +108.0% | +77.5% |
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 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