-5.5%
BAC vs FE
+5.9%
-11.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | -7.7% | +5.2% | -12.8% | -7.7% |
| 3M | -21.2% | 0.0% | -21.1% | -21.3% |
| 6M | -6.8% | +5.0% | -11.9% | -6.3% |
| YTD | -8.7% | +7.9% | -16.6% | -8.1% |
| All | -5.5% | +5.9% | -11.4% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling