+1,376.8%
BAC vs ES
+1,243.3%
+133.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -0.4% | -2.0% | +1.6% | +0.3% |
| 3M | +16.9% | +1.7% | +15.2% | +15.9% |
| 6M | +26.6% | -3.5% | +30.2% | +27.8% |
| YTD | +15.8% | +7.9% | +7.9% | +11.5% |
| 1Y | +27.2% | +17.2% | +10.0% | +17.7% |
| 3Y | +132.4% | +29.3% | +103.1% | +102.9% |
| 5Y | +72.6% | -5.7% | +78.3% | +68.3% |
| 10Y | +389.7% | +85.2% | +304.5% | +254.2% |
| All | +1,376.8% | +1,243.3% | +133.5% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling