-5.4%
BAC vs F
+10.9%
-16.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.7% |
| 30D | -8.0% | +2.0% | -10.0% | -8.1% |
| 3M | -20.9% | -10.4% | -10.6% | -21.0% |
| 6M | -5.4% | +9.7% | -15.1% | -4.9% |
| All | -5.4% | +10.9% | -16.3% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling