+391.8%
BAC vs ESI
+307.6%
+84.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | +1.2% | +5.4% | -4.2% | -1.2% |
| 30D | -0.7% | -4.2% | +3.5% | +0.8% |
| 3M | +16.9% | -9.6% | +26.5% | +19.7% |
| 6M | +29.6% | +18.3% | +11.3% | +14.7% |
| YTD | +15.3% | +45.8% | -30.6% | -8.9% |
| 1Y | +28.8% | +39.2% | -10.3% | +3.2% |
| 3Y | +136.4% | +86.3% | +50.1% | +58.5% |
| 5Y | +72.9% | +76.2% | -3.3% | +15.8% |
| 10Y | +391.8% | +306.8% | +85.0% | +101.6% |
| All | +391.8% | +307.6% | +84.2% | +101.6% |
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