+233.0%
BAC vs EL
+63.7%
+169.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.9% | +0.3% | -2.1% | -1.9% |
| 30D | -7.2% | +12.3% | -19.4% | -10.5% |
| 3M | -20.4% | +28.4% | -48.8% | -27.0% |
| 6M | +1.3% | +36.7% | -35.5% | -9.6% |
| YTD | -6.4% | +8.4% | -14.8% | -11.9% |
| 1Y | -3.5% | +25.4% | -28.9% | -13.9% |
| 3Y | +96.7% | +3.4% | +93.3% | +73.9% |
| 5Y | +20.6% | -64.8% | +85.4% | +68.9% |
| 10Y | +233.0% | +63.0% | +170.1% | +163.6% |
| All | +233.0% | +63.7% | +169.4% | +163.6% |
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