+353.7%
BAC vs EW
+6,974.1%
-6,620.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +16.9% | +2.8% | +14.1% | +15.7% |
| 6M | +26.6% | +5.5% | +21.1% | +24.1% |
| YTD | +15.8% | +5.5% | +10.3% | +13.3% |
| 1Y | +27.2% | +11.0% | +16.1% | +22.3% |
| 3Y | +132.4% | +17.7% | +114.7% | +110.8% |
| 5Y | +72.6% | -25.7% | +98.3% | +75.5% |
| 10Y | +389.7% | +132.8% | +256.9% | +245.3% |
| All | +353.7% | +6,974.1% | -6,620.4% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling