+1,376.8%
BAC vs F
+639.5%
+737.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.2% |
| 7D | +0.6% | +5.3% | -4.8% | -1.7% |
| 30D | -0.9% | +4.6% | -5.5% | -3.0% |
| 3M | +16.3% | -3.7% | +20.0% | +17.4% |
| 6M | +26.0% | +16.8% | +9.1% | +14.9% |
| YTD | +15.2% | +15.3% | -0.1% | +5.2% |
| 1Y | +26.5% | +31.0% | -4.5% | +8.3% |
| 3Y | +132.4% | +45.4% | +87.0% | +82.3% |
| 5Y | +72.6% | +54.7% | +17.9% | +23.2% |
| 10Y | +389.7% | +98.2% | +291.5% | +195.7% |
| All | +1,376.8% | +639.5% | +737.3% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling