+22.6%
BAC vs FE
+47.0%
-24.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +3.2% | +1.2% | +2.0% | +2.9% |
| 30D | -0.7% | +4.5% | -5.3% | -2.0% |
| 3M | -20.0% | +1.3% | -21.3% | -20.3% |
| 6M | +3.4% | +8.7% | -5.2% | +0.8% |
| YTD | -5.7% | +9.2% | -15.0% | -8.8% |
| 1Y | -1.4% | +7.0% | -8.4% | -4.0% |
| 3Y | +97.9% | +51.4% | +46.5% | +67.1% |
| All | +22.6% | +47.0% | -24.5% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling