+396.6%
BAC vs F
+98.4%
+298.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.7% |
| 7D | +1.1% | +5.3% | -4.2% | -1.1% |
| 30D | -0.4% | +4.6% | -5.0% | -2.5% |
| 3M | +16.9% | -3.7% | +20.6% | +18.0% |
| 6M | +26.6% | +16.8% | +9.8% | +15.5% |
| YTD | +15.8% | +15.3% | +0.5% | +5.8% |
| 1Y | +27.2% | +31.0% | -3.8% | +8.6% |
| 3Y | +132.4% | +45.4% | +87.0% | +80.4% |
| 5Y | +72.6% | +54.7% | +17.9% | +17.2% |
| All | +396.6% | +98.4% | +298.2% | +136.3% |
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