+22.6%
BAC vs EXC
+41.3%
-18.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.7% |
| 7D | +3.2% | +1.4% | +1.9% | +2.9% |
| 30D | -0.7% | +8.6% | -9.3% | -2.6% |
| 3M | -20.0% | +2.4% | -22.4% | -20.5% |
| 6M | +3.4% | +6.5% | -3.0% | +1.7% |
| YTD | -5.7% | +9.0% | -14.8% | -8.4% |
| 1Y | -1.4% | +4.6% | -6.0% | -3.2% |
| 3Y | +97.9% | +33.5% | +64.4% | +77.0% |
| All | +22.6% | +41.3% | -18.7% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling