+1,019.4%
BAC vs FIVE
+868.1%
+151.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.2% |
| 7D | +1.1% | +4.3% | -3.2% | +0.1% |
| 30D | -0.4% | +12.5% | -12.9% | -3.2% |
| 3M | +16.9% | +31.2% | -14.3% | +9.4% |
| 6M | +26.6% | +14.4% | +12.2% | +21.2% |
| YTD | +15.8% | +33.9% | -18.1% | +6.8% |
| 1Y | +27.2% | +65.1% | -37.9% | +11.2% |
| 3Y | +132.4% | +49.0% | +83.4% | +96.2% |
| 5Y | +72.6% | +30.3% | +42.3% | +44.8% |
| 10Y | +389.7% | +481.1% | -91.4% | +184.5% |
| All | +1,019.4% | +868.1% | +151.2% | +485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling