+20.6%
BAC vs FIVE
+19.0%
+1.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -7.2% | +17.4% | -24.6% | -9.7% |
| 3M | -20.4% | +7.0% | -27.5% | -21.6% |
| 6M | +1.3% | +20.5% | -19.2% | -2.9% |
| YTD | -6.4% | +33.1% | -39.5% | -12.2% |
| 1Y | -3.5% | +67.1% | -70.6% | -13.3% |
| 3Y | +96.7% | +41.9% | +54.8% | +74.5% |
| 5Y | +20.6% | +21.1% | -0.5% | +6.4% |
| All | +20.6% | +19.0% | +1.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling