+87.4%
BAC vs ES
+46.3%
+41.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | -1.2% | +1.9% | -3.1% | -1.6% |
| 30D | -7.7% | +7.1% | -14.7% | -9.0% |
| 3M | -21.2% | -1.9% | -19.2% | -20.9% |
| 6M | -6.8% | +4.4% | -11.2% | -7.9% |
| YTD | -8.7% | +7.3% | -16.0% | -10.7% |
| 1Y | -5.3% | +2.1% | -7.4% | -6.7% |
| 3Y | +87.4% | +41.8% | +45.6% | +59.1% |
| All | +87.4% | +46.3% | +41.1% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling