+251.7%
BAC vs ESI
+323.5%
-71.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +0.1% |
| 7D | +2.0% | -3.5% | +5.4% | +3.2% |
| 30D | -6.9% | -9.3% | +2.3% | -3.6% |
| 3M | -19.6% | -12.8% | -6.8% | -15.8% |
| 6M | -0.5% | -24.6% | +24.1% | +8.8% |
| YTD | -6.6% | +32.7% | -39.4% | -24.3% |
| 1Y | -3.0% | +20.3% | -23.3% | -17.8% |
| 3Y | +97.3% | +80.2% | +17.1% | +31.0% |
| 5Y | +21.9% | +40.0% | -18.1% | -10.3% |
| 10Y | +251.7% | +310.8% | -59.1% | +42.9% |
| All | +251.7% | +323.5% | -71.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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