+124.2%
BAC vs EXPE
+851.4%
-727.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +1.1% | -9.5% | +10.6% | +5.0% |
| 30D | -0.4% | -6.6% | +6.2% | +2.0% |
| 3M | +16.9% | +31.4% | -14.5% | +3.8% |
| 6M | +26.6% | +35.2% | -8.6% | +9.7% |
| YTD | +15.8% | +5.8% | +10.0% | +9.1% |
| 1Y | +27.2% | +38.7% | -11.5% | +5.7% |
| 3Y | +132.4% | +175.8% | -43.4% | +36.1% |
| 5Y | +72.6% | +111.8% | -39.3% | +3.7% |
| 10Y | +389.7% | +179.7% | +210.0% | +124.8% |
| All | +124.2% | +851.4% | -727.2% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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