+396.6%
BAC vs ES
+84.4%
+312.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -0.4% | -2.0% | +1.6% | +0.2% |
| 3M | +16.9% | +1.7% | +15.2% | +16.1% |
| 6M | +26.6% | -3.5% | +30.2% | +27.7% |
| YTD | +15.8% | +7.9% | +7.9% | +12.0% |
| 1Y | +27.2% | +17.2% | +10.0% | +18.5% |
| 3Y | +132.4% | +29.3% | +103.1% | +104.9% |
| 5Y | +72.6% | -5.7% | +78.3% | +69.3% |
| All | +396.6% | +84.4% | +312.2% | +440.1% |
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