+71.4%
BAC vs EW
-25.6%
+97.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -0.4% | +1.0% | -1.4% | -0.6% |
| 3M | +16.9% | +2.8% | +14.1% | +16.1% |
| 6M | +26.6% | +5.5% | +21.1% | +24.9% |
| YTD | +15.8% | +5.5% | +10.3% | +14.1% |
| 1Y | +27.2% | +11.0% | +16.1% | +23.9% |
| 3Y | +132.4% | +17.7% | +114.7% | +115.6% |
| All | +71.4% | -25.6% | +97.0% | +73.0% |
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