+87.4%
BAC vs EW
+51.9%
+35.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.2% | +11.0% | -12.2% | -2.5% |
| 30D | -7.7% | +19.1% | -26.7% | -9.7% |
| 3M | -21.2% | +14.4% | -35.5% | -22.6% |
| 6M | -6.8% | +22.8% | -29.6% | -9.5% |
| YTD | -8.7% | +19.8% | -28.5% | -11.1% |
| 1Y | -5.3% | +23.9% | -29.2% | -8.2% |
| 3Y | +87.4% | +52.2% | +35.2% | +62.9% |
| All | +87.4% | +51.9% | +35.5% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling