+237.7%
BAC vs FE
+110.9%
+126.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | -6.7% | +4.3% | -11.0% | -8.1% |
| 3M | -20.2% | +0.4% | -20.6% | -20.4% |
| 6M | -0.2% | +6.9% | -7.2% | -2.8% |
| YTD | -6.4% | +8.0% | -14.4% | -9.5% |
| 1Y | -3.1% | +4.8% | -7.9% | -5.4% |
| 3Y | +96.7% | +49.0% | +47.8% | +66.0% |
| 5Y | +21.3% | +46.2% | -24.9% | +1.8% |
| 10Y | +237.7% | +120.9% | +116.8% | +204.8% |
| All | +237.7% | +110.9% | +126.8% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling