+250.3%
BAC vs FE
+566.1%
-315.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.5% | -3.5% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | -8.0% | +6.4% | -14.4% | -10.6% |
| 3M | -20.9% | -0.5% | -20.5% | -20.9% |
| 6M | -5.4% | +4.7% | -10.1% | -7.6% |
| YTD | -8.1% | +8.4% | -16.4% | -12.0% |
| 1Y | -3.1% | +7.2% | -10.3% | -6.9% |
| 3Y | +88.1% | +44.9% | +43.2% | +55.1% |
| 5Y | +19.7% | +46.3% | -26.6% | -3.3% |
| 10Y | +275.9% | +110.3% | +165.6% | +140.5% |
| All | +250.3% | +566.1% | -315.8% | +39.1% |
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