+339.3%
BAC vs ESI
+182.6%
+156.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | -1.2% | -8.5% | +7.3% | +1.7% |
| 30D | -7.7% | -15.7% | +8.0% | -2.5% |
| 3M | -21.2% | -18.2% | -2.9% | -16.3% |
| 6M | -6.8% | -28.8% | +22.0% | +2.1% |
| YTD | -8.7% | +26.3% | -35.0% | -20.3% |
| 1Y | -5.3% | +18.2% | -23.5% | -15.6% |
| 3Y | +87.4% | +68.1% | +19.3% | +43.4% |
| 5Y | +18.9% | +28.8% | -9.9% | -1.4% |
| 10Y | +273.3% | +329.8% | -56.5% | +104.6% |
| All | +339.3% | +182.6% | +156.6% | +167.7% |
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