+457.1%
BAC vs ESI
+224.6%
+232.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.1% |
| 7D | +1.1% | +3.3% | -2.2% | -0.1% |
| 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% | +19.9% |
| YTD | +15.8% | +45.0% | -29.2% | -2.9% |
| 1Y | +27.2% | +41.5% | -14.3% | +6.9% |
| 3Y | +132.4% | +78.8% | +53.6% | +75.6% |
| 5Y | +72.6% | +70.9% | +1.7% | +30.4% |
| 10Y | +389.7% | +317.1% | +72.7% | +165.9% |
| All | +457.1% | +224.6% | +232.5% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling