+214.5%
BAC vs FIVE
+505.3%
-290.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +1.5% | +2.4% | -0.9% | +0.9% |
| 30D | -6.4% | +15.8% | -22.2% | -9.8% |
| 3M | -21.7% | +3.8% | -25.5% | -22.7% |
| 6M | +0.5% | +18.5% | -18.0% | -4.9% |
| YTD | -6.7% | +31.2% | -37.9% | -14.5% |
| 1Y | -4.7% | +61.8% | -66.5% | -17.2% |
| 3Y | +96.1% | +39.9% | +56.2% | +65.8% |
| 5Y | +21.7% | +18.3% | +3.4% | +3.6% |
| All | +214.5% | +505.3% | -290.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling