+71.4%
BAC vs ESI
+72.3%
-0.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.1% |
| 7D | +1.1% | +3.3% | -2.2% | -0.2% |
| 30D | -0.4% | -5.9% | +5.5% | +1.5% |
| 3M | +16.9% | -14.1% | +31.0% | +21.4% |
| 6M | +26.6% | +6.6% | +20.0% | +18.3% |
| YTD | +15.8% | +45.0% | -29.2% | -6.7% |
| 1Y | +27.2% | +41.5% | -14.3% | +2.7% |
| 3Y | +132.4% | +78.8% | +53.6% | +61.3% |
| All | +71.4% | +72.3% | -0.9% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling