+1,093.8%
BAC vs EFX
+6,825.8%
-5,732.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -2.0% | +0.1% | -1.0% |
| 30D | -7.2% | +27.9% | -35.0% | -17.7% |
| 3M | -20.4% | +3.8% | -24.3% | -23.0% |
| 6M | +1.3% | +13.0% | -11.7% | -7.0% |
| YTD | -6.4% | -12.4% | +6.0% | -5.1% |
| 1Y | -3.5% | -10.4% | +6.9% | -3.3% |
| 3Y | +96.7% | +4.4% | +92.3% | +74.4% |
| 5Y | +20.6% | -28.9% | +49.5% | +23.6% |
| 10Y | +233.0% | +81.7% | +151.3% | +100.6% |
| All | +1,093.8% | +6,825.8% | -5,732.0% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling