+1,376.8%
BAC vs EFX
+6,408.3%
-5,031.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +2.8% |
| 7D | +1.1% | -8.6% | +9.7% | +5.2% |
| 30D | -0.4% | +0.1% | -0.5% | -0.9% |
| 3M | +16.9% | +3.8% | +13.1% | +13.0% |
| 6M | +26.6% | -13.5% | +40.1% | +32.1% |
| YTD | +15.8% | -17.7% | +33.5% | +22.1% |
| 1Y | +27.2% | -25.6% | +52.7% | +39.6% |
| 3Y | +132.4% | -12.1% | +144.5% | +125.5% |
| 5Y | +72.6% | -33.8% | +106.4% | +84.3% |
| 10Y | +389.7% | +45.1% | +344.6% | +231.2% |
| All | +1,376.8% | +6,408.3% | -5,031.4% | +187.8% |
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