+18.0%
BAC vs F
-12.6%
+30.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.2% | +1.6% | -2.7% | -1.6% |
| 30D | -7.7% | +2.6% | -10.3% | -8.4% |
| 3M | -21.2% | -8.8% | -12.3% | -19.2% |
| 6M | -6.8% | +4.6% | -11.5% | -10.1% |
| YTD | -8.7% | -1.9% | -6.8% | -10.4% |
| 1Y | -5.3% | -0.8% | -4.5% | -7.4% |
| 3Y | +87.4% | +43.5% | +44.0% | +54.9% |
| All | +18.0% | -12.6% | +30.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling