+391.8%
BAC vs NDAQ
+372.3%
+19.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.6% |
| 7D | +1.2% | -2.6% | +3.7% | +2.6% |
| 30D | -0.7% | +0.5% | -1.2% | -1.2% |
| 3M | +16.9% | +9.9% | +7.0% | +9.5% |
| 6M | +29.6% | +8.2% | +21.4% | +21.7% |
| YTD | +15.3% | -1.5% | +16.7% | +13.8% |
| 1Y | +28.8% | +1.3% | +27.5% | +24.5% |
| 3Y | +136.4% | +92.6% | +43.8% | +50.2% |
| 5Y | +72.9% | +53.8% | +19.1% | +23.1% |
| 10Y | +391.8% | +376.0% | +15.8% | +58.2% |
| All | +391.8% | +372.3% | +19.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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