+217.6%
BAC vs FN
+700.1%
-482.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +2.3% |
| 7D | +3.2% | +0.3% | +3.0% | +2.9% |
| 30D | -0.7% | -16.5% | +15.8% | +1.4% |
| 3M | -20.0% | -42.1% | +22.1% | -13.5% |
| 6M | +3.4% | -52.9% | +56.3% | +14.2% |
| YTD | -5.7% | -28.0% | +22.2% | -7.1% |
| 1Y | -1.4% | -18.5% | +17.1% | -6.0% |
| 3Y | +97.9% | +93.9% | +4.1% | +42.0% |
| 5Y | +22.9% | +170.5% | -147.6% | -23.3% |
| All | +217.6% | +700.1% | -482.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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