+21.9%
BAC vs F
-16.8%
+38.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.1% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | -6.9% | +2.9% | -9.8% | -7.8% |
| 3M | -19.6% | -9.5% | -10.1% | -17.4% |
| 6M | -0.5% | +4.0% | -4.5% | -3.7% |
| YTD | -6.6% | -1.3% | -5.4% | -8.5% |
| 1Y | -3.0% | -1.9% | -1.0% | -4.7% |
| 3Y | +97.3% | +53.5% | +43.8% | +59.4% |
| 5Y | +21.9% | -15.1% | +37.0% | +12.3% |
| All | +21.9% | -16.8% | +38.6% | +12.3% |
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 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