+399.1%
BAC vs EXC
+152.8%
+246.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -0.4% | -3.7% | +3.3% | +1.2% |
| 3M | +16.9% | -1.3% | +18.2% | +17.2% |
| 6M | +26.6% | -9.7% | +36.3% | +31.5% |
| YTD | +15.8% | +2.9% | +12.9% | +13.0% |
| 1Y | +27.2% | +4.4% | +22.8% | +23.0% |
| 3Y | +132.4% | +22.2% | +110.2% | +103.9% |
| 5Y | +72.6% | +46.7% | +25.9% | +34.1% |
| All | +399.1% | +152.8% | +246.3% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling