-3.1%
BAC vs F
-4.0%
+0.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | -6.7% | +0.9% | -7.6% | -6.8% |
| 3M | -20.2% | -11.3% | -8.9% | -19.2% |
| 6M | -0.2% | +2.0% | -2.2% | -2.6% |
| YTD | -6.4% | -3.2% | -3.2% | -8.5% |
| 1Y | -3.1% | -3.5% | +0.3% | -5.4% |
| All | -3.1% | -4.0% | +0.9% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling