+18.0%
BAC vs EXC
+41.2%
-23.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -7.7% | +10.0% | -17.6% | -9.6% |
| 3M | -21.2% | +1.6% | -22.8% | -21.5% |
| 6M | -6.8% | +3.3% | -10.1% | -7.7% |
| YTD | -8.7% | +7.6% | -16.3% | -11.0% |
| 1Y | -5.3% | +3.5% | -8.8% | -6.7% |
| 3Y | +87.4% | +27.7% | +59.8% | +70.2% |
| All | +18.0% | +41.2% | -23.2% | -1.1% |
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