+29.4%
BAC vs FE
+11.8%
+17.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.1% | +1.9% | -0.8% | +1.0% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | +16.9% | +3.5% | +13.4% | +17.1% |
| 6M | +26.6% | -6.1% | +32.7% | +25.3% |
| YTD | +15.8% | +7.6% | +8.2% | +14.1% |
| All | +29.4% | +11.8% | +17.6% | +28.8% |
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 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