+395.5%
BAC vs EXEL
+373.1%
+22.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | -0.7% | +6.7% | -7.4% | -2.0% |
| 3M | +16.9% | +11.5% | +5.5% | +14.3% |
| 6M | +29.6% | +38.8% | -9.2% | +21.1% |
| YTD | +15.3% | +31.6% | -16.3% | +8.5% |
| 1Y | +28.8% | +53.0% | -24.2% | +17.3% |
| 3Y | +136.4% | +160.8% | -24.4% | +89.2% |
| 5Y | +72.9% | +190.1% | -117.2% | +32.9% |
| All | +395.5% | +373.1% | +22.4% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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