+1,376.8%
BAC vs EXC
+2,353.7%
-976.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.6% |
| YTD | +15.8% | +2.9% | +12.9% | +13.1% |
| 1Y | +27.2% | +4.4% | +22.8% | +23.2% |
| 3Y | +132.4% | +22.2% | +110.2% | +105.6% |
| 5Y | +72.6% | +46.7% | +25.9% | +38.1% |
| 10Y | +389.7% | +155.3% | +234.4% | +197.5% |
| All | +1,376.8% | +2,353.7% | -976.9% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling