+217.6%
BAC vs F
+64.5%
+153.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.2% | -3.1% | +6.3% | +4.6% |
| 30D | -0.7% | 0.0% | -0.8% | -0.8% |
| 3M | -20.0% | -13.2% | -6.8% | -15.6% |
| 6M | +3.4% | -10.2% | +13.6% | +6.0% |
| YTD | -5.7% | -4.9% | -0.8% | -7.0% |
| 1Y | -1.4% | -6.1% | +4.6% | -2.3% |
| 3Y | +97.9% | +46.0% | +51.9% | +51.9% |
| 5Y | +22.9% | -15.7% | +38.6% | +14.9% |
| All | +217.6% | +64.5% | +153.2% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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