+21.3%
BAC vs ES
+1.9%
+19.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | -6.7% | +5.9% | -12.6% | -8.1% |
| 3M | -20.2% | -1.0% | -19.2% | -20.1% |
| 6M | -0.2% | +7.2% | -7.4% | -2.3% |
| YTD | -6.4% | +7.0% | -13.4% | -8.7% |
| 1Y | -3.1% | +0.5% | -3.6% | -4.3% |
| 3Y | +96.7% | +48.7% | +48.1% | +68.1% |
| 5Y | +21.3% | +1.9% | +19.3% | +14.0% |
| All | +21.3% | +1.9% | +19.3% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling