+284.8%
BAC vs EXEL
+340.0%
-55.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -1.2% | +0.3% | -1.4% | -1.2% |
| 30D | -7.7% | +19.0% | -26.7% | -10.5% |
| 3M | -21.2% | +33.3% | -54.4% | -25.2% |
| 6M | -6.8% | +42.9% | -49.7% | -13.1% |
| YTD | -8.7% | +58.7% | -67.4% | -16.7% |
| 1Y | -5.3% | +70.5% | -75.8% | -14.8% |
| 3Y | +87.4% | +233.8% | -146.4% | +46.2% |
| 5Y | +18.9% | +259.3% | -240.4% | -9.9% |
| 10Y | +273.3% | +484.1% | -210.8% | +139.2% |
| All | +284.8% | +340.0% | -55.2% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling