+135.1%
BAC vs FE
+49.5%
+85.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | -0.4% | -1.2% | +0.8% | -0.2% |
| 3M | +16.9% | +3.5% | +13.4% | +16.0% |
| 6M | +26.6% | -6.1% | +32.7% | +28.0% |
| YTD | +15.8% | +7.6% | +8.2% | +13.2% |
| 1Y | +27.2% | +11.9% | +15.3% | +23.0% |
| All | +135.1% | +49.5% | +85.6% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling