+341.2%
BAC vs FE
+561.4%
-220.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.1% | +1.9% | -0.8% | +0.2% |
| 30D | -0.4% | -1.2% | +0.8% | +0.1% |
| 3M | +16.9% | +3.5% | +13.4% | +14.9% |
| 6M | +26.6% | -6.1% | +32.7% | +29.7% |
| YTD | +15.8% | +7.6% | +8.2% | +11.2% |
| 1Y | +27.2% | +11.9% | +15.3% | +19.9% |
| 3Y | +132.4% | +48.4% | +84.0% | +89.4% |
| 5Y | +72.6% | +44.8% | +27.8% | +40.1% |
| 10Y | +389.7% | +115.9% | +273.9% | +208.5% |
| All | +341.2% | +561.4% | -220.2% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling