+1,072.4%
BAC vs F
+533.8%
+538.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.1% |
| 7D | -2.7% | +1.4% | -4.1% | -3.3% |
| 30D | -8.0% | +2.0% | -10.0% | -8.9% |
| 3M | -20.9% | -10.4% | -10.6% | -17.6% |
| 6M | -5.4% | +9.7% | -15.1% | -11.5% |
| YTD | -8.1% | -1.2% | -6.9% | -10.6% |
| 1Y | -3.1% | 0.0% | -3.1% | -6.3% |
| 3Y | +88.1% | +41.1% | +47.0% | +49.4% |
| 5Y | +19.7% | -11.4% | +31.2% | +9.9% |
| 10Y | +275.9% | +85.0% | +190.9% | +133.1% |
| All | +1,072.4% | +533.8% | +538.6% | +229.7% |
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