+233.0%
BAC vs ES
+92.3%
+140.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -7.2% | +6.7% | -13.9% | -9.3% |
| 3M | -20.4% | +0.3% | -20.8% | -20.7% |
| 6M | +1.3% | +7.4% | -6.1% | -1.5% |
| YTD | -6.4% | +8.4% | -14.8% | -9.8% |
| 1Y | -3.5% | +0.6% | -4.1% | -5.0% |
| 3Y | +96.7% | +50.6% | +46.1% | +63.0% |
| 5Y | +20.6% | +4.8% | +15.8% | +13.2% |
| 10Y | +233.0% | +93.1% | +139.9% | +280.8% |
| All | +233.0% | +92.3% | +140.7% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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