+237.7%
BAC vs F
+77.5%
+160.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | -6.7% | +0.9% | -7.6% | -7.1% |
| 3M | -20.2% | -11.3% | -8.9% | -16.6% |
| 6M | -0.2% | +2.0% | -2.2% | -3.8% |
| YTD | -6.4% | -3.2% | -3.2% | -8.3% |
| 1Y | -3.1% | -3.5% | +0.3% | -5.0% |
| 3Y | +96.7% | +48.1% | +48.6% | +50.2% |
| 5Y | +21.3% | -13.5% | +34.8% | +12.1% |
| 10Y | +237.7% | +72.2% | +165.6% | +73.2% |
| All | +237.7% | +77.5% | +160.2% | +73.2% |
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