+214.5%
BAC vs EL
+60.4%
+154.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +1.5% | +2.7% | -1.1% | +0.7% |
| 30D | -6.4% | +10.8% | -17.2% | -9.4% |
| 3M | -21.7% | +26.5% | -48.1% | -27.8% |
| 6M | +0.5% | +31.1% | -30.6% | -9.2% |
| YTD | -6.7% | +6.6% | -13.3% | -11.8% |
| 1Y | -4.7% | +21.8% | -26.5% | -14.1% |
| 3Y | +96.1% | +1.8% | +94.3% | +74.1% |
| 5Y | +21.7% | -65.6% | +87.3% | +72.0% |
| All | +214.5% | +60.4% | +154.1% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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