+22.6%
BAC vs EW
-7.9%
+30.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +3.2% | +4.9% | -1.7% | +2.3% |
| 30D | -0.7% | +23.9% | -24.7% | -4.9% |
| 3M | -20.0% | +15.8% | -35.7% | -22.4% |
| 6M | +3.4% | +31.7% | -28.2% | -2.4% |
| YTD | -5.7% | +25.7% | -31.4% | -10.4% |
| 1Y | -1.4% | +24.4% | -25.9% | -6.2% |
| 3Y | +97.9% | +65.9% | +32.0% | +69.0% |
| All | +22.6% | -7.9% | +30.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling